Sensitivity analysis of M -estimators of non-linear regression models

Asunción Rubio; Francisco Quintana; Jan Ámos Víšek

Commentationes Mathematicae Universitatis Carolinae (1994)

  • Volume: 35, Issue: 1, page 111-125
  • ISSN: 0010-2628

Abstract

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An asymptotic formula for the difference of the M -estimates of the regression coefficients of the non-linear model for all n observations and for n - 1 observations is presented under conditions covering the twice absolutely continuous ϱ -functions. Then the implications for the M -estimation of the regression model are discussed.

How to cite

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Rubio, Asunción, Quintana, Francisco, and Víšek, Jan Ámos. "Sensitivity analysis of $M$-estimators of non-linear regression models." Commentationes Mathematicae Universitatis Carolinae 35.1 (1994): 111-125. <http://eudml.org/doc/247578>.

@article{Rubio1994,
abstract = {An asymptotic formula for the difference of the $M$-estimates of the regression coefficients of the non-linear model for all $n$ observations and for $n-1$ observations is presented under conditions covering the twice absolutely continuous $\varrho $-functions. Then the implications for the $M$-estimation of the regression model are discussed.},
author = {Rubio, Asunción, Quintana, Francisco, Víšek, Jan Ámos},
journal = {Commentationes Mathematicae Universitatis Carolinae},
keywords = {$M$-estimation of non-linear regression models; the influence points; difference of -estimates of regression coefficients; second order absolutely continuous rho-functions; asymptotic formula},
language = {eng},
number = {1},
pages = {111-125},
publisher = {Charles University in Prague, Faculty of Mathematics and Physics},
title = {Sensitivity analysis of $M$-estimators of non-linear regression models},
url = {http://eudml.org/doc/247578},
volume = {35},
year = {1994},
}

TY - JOUR
AU - Rubio, Asunción
AU - Quintana, Francisco
AU - Víšek, Jan Ámos
TI - Sensitivity analysis of $M$-estimators of non-linear regression models
JO - Commentationes Mathematicae Universitatis Carolinae
PY - 1994
PB - Charles University in Prague, Faculty of Mathematics and Physics
VL - 35
IS - 1
SP - 111
EP - 125
AB - An asymptotic formula for the difference of the $M$-estimates of the regression coefficients of the non-linear model for all $n$ observations and for $n-1$ observations is presented under conditions covering the twice absolutely continuous $\varrho $-functions. Then the implications for the $M$-estimation of the regression model are discussed.
LA - eng
KW - $M$-estimation of non-linear regression models; the influence points; difference of -estimates of regression coefficients; second order absolutely continuous rho-functions; asymptotic formula
UR - http://eudml.org/doc/247578
ER -

References

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  1. Chatterjee S., Hadi A.S., Sensitivity Analysis in Linear Regression, J. Wiley & Sons, New York. Zbl0648.62066MR0939610
  2. Cook R.D., Weisberg S., Residuals and Influence in Regression, Chapman and Hall, New York. Zbl0564.62054MR0675263
  3. Hampel F.R., Ronchetti E.M., Rousseeuw P.J., Stahel W.A., Robust Statistics - The Approach Based on Influence Functions, J. Wiley & Sons, New York. Zbl0733.62038MR0829458
  4. Huber P.J., A robust version of the probability ratio test, Ann. Math. Statist. 36, 1753-1758. Zbl0137.12702MR0185747
  5. Víšek J.Á., Stability of regression model estimates with respect to subsamples, Computational Statistics 7 183-203. MR1178353
  6. Welsch R.E., Influence function and regression diagnostics, In: Modern Data Analysis, R.L. Launer and A.F. Siegel, eds., Academic Press, New York, 149-169. 
  7. Zvára K., Regression analysis (in Czech), Academia, Prague. 

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