Víšek, J. Á. : Advantages and disadvantages, challenges and threads of robust methods
| Autor: | prof. RNDr. Jan Ámos Víšek CSc., |
|---|---|
| Typ: | Články ve sborníku |
| Rok: | 2012 |
| Číslo: | 0 |
| ISSN / ISBN: | 978-80-904053-6-3 |
| Publikováno v: | 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. |
| Místo vydání: | Pardubice |
| Klíčová slova: | Robust estimation, regression model, loss and gains of efficiency, instrumental weighted variables, significance of explantory variables, computational problems |
| JEL kódy: | |
| Citace: | |
| Abstrakt: | 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. |
| Ke stažení: |
Advantages and disadvantages, challenges and threads of robust |
