METODA ZANURZANIA REGRESJI W PRZYPADKU WYSTĘPOWANIA OBSERWACJI NIETYPOWYCH
REGRESSION DEPTH METHOD FOR UNTYPICAL OBSERVATIONS
Author(s): Małgorzata KobylińskaSubject(s): Economy, Methodology and research technology
Published by: Szkoła Główna Gospodarstwa Wiejskiego w Warszawie
Keywords: linear regression function; classical least squares method; observation depth measure in a sample; linear regression depth;
Summary/Abstract: This paper presents the application of the regression maximum depth for the estimation of linear regression function structural elements. For two-dimensional sets including untypical observations, regression functions were developed using the classical least squares method and a method based on the concept of observation depth measure in a sample. The effect of untypical observations on the estimated models has been noted.
Journal: Metody Ilościowe w Badaniach Ekonomicznych
- Issue Year: XX/2019
- Issue No: 2
- Page Range: 83-92
- Page Count: 10
- Language: Polish