Publication detail

Author(s): prof. RNDr. Jan Ámos Víšek CSc., Article in collection 2012 0 978-80-904053-6-3 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. Pardubice Robust estimation, regression model, loss and gains of efficiency, instrumental weighted variables, significance of explantory variables, computational problems 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. Advantages and disadvantages, challenges and threads of robust