EconPapers    
Economics at your fingertips  
 

Robust Regression-Ratio-Type Estimators of the Mean Utilizing Two Auxiliary Variables: A Simulation Study

Tolga Zaman, Emre Dünder, Ahmed Audu, David Anekeya Alilah, Usman Shahzad and Muhammad Hanif

Mathematical Problems in Engineering, 2021, vol. 2021, 1-9

Abstract:

Many authors defined the modified version of the mean estimator by using two auxiliary variables. These proposed estimators highly depend on the calculated regression coefficients. In the presence of outliers, these estimators do not give satisfactory results. In this study, we improve the suggested estimators using several robust regression techniques while obtaining the regression coefficients. We compared the efficiencies between the suggested estimators and the estimators presented in the literature. We used two numerical examples and a simulation study to support these theoretical results. Empirical results show that the modified ratio estimator performs well in the presence of outliers when adopting robust regression techniques.

Date: 2021
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://downloads.hindawi.com/journals/MPE/2021/6383927.pdf (application/pdf)
http://downloads.hindawi.com/journals/MPE/2021/6383927.xml (text/xml)

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:hin:jnlmpe:6383927

DOI: 10.1155/2021/6383927

Access Statistics for this article

More articles in Mathematical Problems in Engineering from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().

 
Page updated 2025-03-19
Handle: RePEc:hin:jnlmpe:6383927