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

Henry Velasco, Henry Laniado, Mauricio Toro, Víctor Leiva and Yuhlong Lio
Additional contact information
Henry Velasco: Department of Mathematical Sciences, Universidad Eafit, Medellín 050022, Colombia
Henry Laniado: Department of Mathematical Sciences, Universidad Eafit, Medellín 050022, Colombia
Mauricio Toro: Department of Informatics and Systems Engineering, Universidad Eafit, Medellín 050022, Colombia
Víctor Leiva: School of Industrial Engineering, Pontificia Universidad Católica de Valparaíso, Valparaíso 2362807, Chile
Yuhlong Lio: Department of Mathematical Sciences, University of South Dakota, Vermillion, SD 57069, USA

Mathematics, 2020, vol. 8, issue 8, 1-18

Abstract: 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.

Keywords: case-wise contamination; comedian; MAD; Monte Carlo simulation; R software; robustness; Rocke S-estimator; 3S-regression (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://www.mdpi.com/2227-7390/8/8/1259/pdf (application/pdf)
https://www.mdpi.com/2227-7390/8/8/1259/ (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:gam:jmathe:v:8:y:2020:i:8:p:1259-:d:393167

Access Statistics for this article

Mathematics is currently edited by Ms. Emma He

More articles in Mathematics from MDPI
Bibliographic data for series maintained by MDPI Indexing Manager ().