Next Article in Journal
Evolution Model for Epidemic Diseases Based on the Kaplan-Meier Curve Determination
Next Article in Special Issue
Cokriging Prediction Using as Secondary Variable a Functional Random Field with Application in Environmental Pollution
Previous Article in Journal
Common Medical and Statistical Problems: The Dilemma of the Sample Size Calculation for Sensitivity and Specificity Estimation
Previous Article in Special Issue
Reliability Inference for the Multicomponent System Based on Progressively Type II Censored Samples from Generalized Pareto Distributions
Open AccessArticle

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

1
Department of Mathematical Sciences, Universidad Eafit, Medellín 050022, Colombia
2
Department of Informatics and Systems Engineering, Universidad Eafit, Medellín 050022, Colombia
3
School of Industrial Engineering, Pontificia Universidad Católica de Valparaíso, Valparaíso 2362807, Chile
4
Department of Mathematical Sciences, University of South Dakota, Vermillion, SD 57069, USA
*
Author to whom correspondence should be addressed.
Mathematics 2020, 8(8), 1259; https://doi.org/10.3390/math8081259
Received: 19 June 2020 / Revised: 21 July 2020 / Accepted: 29 July 2020 / Published: 1 August 2020
(This article belongs to the Special Issue Statistical Simulation and Computation)
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. View Full-Text
Keywords: case-wise contamination; comedian; MAD; Monte Carlo simulation; R software; robustness; Rocke S-estimator; 3S-regression case-wise contamination; comedian; MAD; Monte Carlo simulation; R software; robustness; Rocke S-estimator; 3S-regression
Show Figures

Figure 1

MDPI and ACS Style

Velasco, H.; Laniado, H.; Toro, M.; Leiva, V.; Lio, Y. Robust Three-Step Regression Based on Comedian and Its Performance in Cell-Wise and Case-Wise Outliers. Mathematics 2020, 8, 1259.

Show more citation formats Show less citations formats
Note that from the first issue of 2016, MDPI journals use article numbers instead of page numbers. See further details here.

Article Access Map by Country/Region

1
Search more from Scilit
 
Search
Back to TopTop