Robust three-step regression based on comedian and its performance in cell-wise and case-wise outliers

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

Fecha

2020-01-01

Autores

Velasco H.

Laniado H.

Toro M.

Leiva V.

Lio Y.

ISSN de la revista

22277390

Editor

MDPI AG

Resumen

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. © 2020 by the authors.