| Autor: |
prof. RNDr. Jan Ámos Víšek CSc.,
|
| Typ: |
Články v impaktovaných časopisech |
| Rok: |
2014 |
| Číslo: |
0 |
| ISSN / ISBN: |
0972-3617 |
| Publikováno v: |
Advances and Applications in Statistics 43, 119 - 161. |
| Místo vydání: |
211 002, INDIA |
| Klíčová slova: |
Significance of explanatory variable, robustness, the least weighted squares |
| JEL kódy: |
University of Allahabad, 62J05, 62J |
| Citace: |
|
| Abstrakt: |
The possibility to assess the significance of individual explanatory variable in the regression model belongs among the basic diagnostic tools of data analysis. The paper studies the problem for the {\it least weighted squares} - a generalization of the {\it (ordinary) least squares} as well as of the {\it least median of squares} or the {\it least trimmed squares}. The paper at first shows how to cope theoretically with the problem and then by the numerical simulations demonstrates that the corresponding quantiles converge with the increasing sample size to a limit value, which is nearly identical with the Student's quantiles for the respective sample sizes |
