On the behaviour of residual plots in robust regression

Santiago Velilla Cerdan

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

Abstract: The behaviour of residual plots in robust regression might be distorted by the bias of theı corresponding robust estimator. Examples of well-known data sets are discussed and reinterpreted.

Keywords: Bias; of; a; robust; estimator; Extreme; points; Least; median; of; squares; regression; Outliers; Residual; plots (search for similar items in EconPapers)
Date: 1993-02
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Persistent link: https://EconPapers.repec.org/RePEc:cte:wsrepe:3701

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