Inferential Methods Based on Robust Regression Estimators

Rand R. Wilcox
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Rand R. Wilcox: University of Southern California, Department of Psychology

Chapter Chapter 8 in A Guide to Robust Statistical Methods, 2023, pp 207-239 from Springer

Abstract: Abstract This chapter summarizes a collection of inferential methods based on the regression estimators in Chap. 7 . This chapter begins with methods based on smoothers followed by methods based on a linear model. One basic issue is computing confidence intervals for some conditional measure of location given a value for the independent variable. When there is a single independent variable ( p = 1 $$p=1$$ ), this is easily done for a single value of the independent variable when using a running-interval smoother. But what is needed are confidence intervals for a collection of points over a range of values for the independent variable that have some specified simultaneous probability coverage.

Date: 2023
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DOI: 10.1007/978-3-031-41713-9_8

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