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Robust Procedures in Multiple Regression: P-Subsets and a Computational Proposal

Maria Rosaria D'Esposito and Marilena Furno ()

Computational Economics, 1996, vol. 9, issue 2, 129-47

Abstract: A number of robust and diagnostic techniques for the linear regression are in terms of "p"-dimensional subsets of the original sample. In a sample of size "n" this leads to consider C[superscript n][subscript p] subsets. To reduce the computational burden, a limited number of subsets can be selected by means of a sub-sampling scheme. In this paper we suggest and discuss the use of a Balanced Incomplete Block design plan. Citation Copyright 1996 by Kluwer Academic Publishers.

Date: 1996
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