JMASM39: Algorithm for Combining Robust and Bootstrap In Multiple Linear Model Regression (SAS)

Calibrated Percentile Double Bootstrap for Robust Linear Regression Inference

Robust Estimation in Linear Regression with Molticollinearity and Sparse Models

‎One of the factors affecting the statistical analysis of the data is the presence of outliers‎. ‎The methods which are not affected by the outliers are called robust methods‎. ‎Robust regression methods are robust estimation methods of regression model parameters in the presence of outliers‎. ‎Besides outliers‎, ‎the linear dependency of regressor variables‎, ‎which is called multicollinearity...

A New Robust Bootstrap Algorithm for the Assessment of Common Set of Weights in Performance Analysis

The performance of the units is defined as the ratio of the weighted sum of outputs to the weighted sum of inputs. These weights can be determined by data envelopment analysis (DEA) models. The inputs and outputs of the related (Decision Making Unit) DMU are assessed by a set of the weights obtained via DEA for each DMU. In addition, the weights are not generally common, but rather, they are ve...

Some Modifications to Calculate Regression Coefficients in Multiple Linear Regression

In a multiple linear regression model, there are instances where one has to update the regression parameters. In such models as new data become available, by adding one row to the design matrix, the least-squares estimates for the parameters must be updated to reflect the impact of the new data. We will modify two existing methods of calculating regression coefficients in multiple linear regres...

Stein Type Estimators for Disturbance Variance in Linear Regression Model

This article has no abstract.