Publication detail

Víšek, J. Á. : Advantages and disadvantages, challenges and threads of robust methods

Author(s): prof. RNDr. Jan Ámos Víšek CSc.,
Type: Article in collection
Year: 2012
Number: 0
ISSN / ISBN: 978-80-904053-6-3
Published in: Proceedings of the seminar “Analyza dat 2012/II” (Data Analysis 2012/II), 14. - 16. 11. 2012, Trilobyte Statistica Software (http://www.trilobyte.cz), 121 - 150.
Publishing place: Pardubice
Keywords: Robust estimation, regression model, loss and gains of efficiency, instrumental weighted variables, significance of explantory variables, computational problems
JEL codes:
Suggested Citation:
Abstract: Framed by a patterns of history of robust statistics advantages and disadvantages of the robust processing data are explained and
put in the proper context. The discussions are illustrated by series of tables demonstrating the real state of situation,
not repeating the statistical folklore e.\,g. about the loss of efficiency of the robust estimators. Examples of
accompanying diagnostic tools and modifications of the ``parent'' method of the {\it least wighted squares} for the
various situations, e.\,g. of broken orthogonality condition, are also presented.
Downloadable: Advantages and disadvantages, challenges and threads of robust

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