Robust Three-Step Regression Based on Comedian and Its Performance in Cell-Wise and Case-Wise Outliers

Robust Three-Step Regression Based on Comedian and Its Performance in Cell-Wise and Case-Wise Outliers

Henry Velasco;Henry Laniado;Mauricio Toro;Víctor Leiva;Yuhlong Lio;Velasco, Henry;Laniado, Henry;Toro, Mauricio;Leiva, Víctor;Lio, Yuhlong;
Mathematics 2020 Vol. 8 pp. 1259-
159
velasco2020mathematicsrobust

Abstract

Both cell-wise and case-wise outliers may appear in a real data set at the same time. Few methods have been developed in order to deal with both types of outliers when formulating a regression model. In this work, a robust estimator is proposed based on a three-step method named 3S-regression, which uses the comedian as a highly robust scatter estimate. An intensive simulation study is conducted in order to evaluate the performance of the proposed comedian 3S-regression estimator in the presence of cell-wise and case-wise outliers. In addition, a comparison of this estimator with recently developed robust methods is carried out. The proposed method is also extended to the model with continuous and dummy covariates. Finally, a real data set is analyzed for illustration in order to show potential applications.

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