This paper presents estimation procedures for some robust regression methods: the Bounded-Influence estimator for both a single linear equation (Krasker and Welsch, 1982) and a linear simultaneous equation model (Krasker and Welsch, 1985); the linear version of the Huber estimator for both a single equation (Huber, 1973, 1981) and a simultaneous equations model. The procedures are written in the RATS econometric language, which is widely available on microcomputers and mainframes. © 1989 Kluwer Academic Publishers.
Computational aspects of robust estimators for linear regressions / Furno, M.; Baum, C.. - In: COMPUTER SCIENCE IN ECONOMICS AND MANAGEMENT. - ISSN 0921-2736. - 2:3(1989), pp. 221-237. [10.1007/BF00436511]
Computational aspects of robust estimators for linear regressions
Furno M.
Primo
Methodology
;
1989
Abstract
This paper presents estimation procedures for some robust regression methods: the Bounded-Influence estimator for both a single linear equation (Krasker and Welsch, 1982) and a linear simultaneous equation model (Krasker and Welsch, 1985); the linear version of the Huber estimator for both a single equation (Huber, 1973, 1981) and a simultaneous equations model. The procedures are written in the RATS econometric language, which is widely available on microcomputers and mainframes. © 1989 Kluwer Academic Publishers.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
