LAD Regression for Detecting Outliers in Response and Explanatory Variables

Yadolah Dodge

Journal of Multivariate Analysis, 1997, vol. 61, issue 1, 144-158

Abstract: Least absolute deviations regression resists outliers in the response variable but is relatively sensitive to outlying observations in the explanatory variables. In this paper a simple solution is proposed to overcome this problem. This is achieved by minimizing the absolute values of vertical and horizontal deviations in turn. Two algorithms are proposed: one for the simple and one for the multiple regression case. The methods presented have been tested on a variety of data and have proven to be quite effective.

Keywords: least; absolute; deviations; regression; inverse; least; absolute; deviations; regression; robust; regression; outliers; leverage; points (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (6)

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