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Concepts and Suggestions for Robust Regression Analysis

Bibliographic Data

ID6231047
AuthorsB Western (0000-0001-8615-6767, Princeton University, corresponding author)
Year1995
Volume39
Issue3
Pages786
Publication date1995-08-01
Peer ReviewedYes
Open AccessNo
TypeARTICLE
VenueAmerican Journal of Political Science (JOURNAL)
Journal identifiersISSN: 0092-5853 • E-ISSN: 1540-5907
PublisherJSTOR (PUBLISHER)
DOI10.2307/2111654
OpenAlexW2062813049
LanguageEN
Citations received45
References cited12

Theory: Robust methods for regression yield parameter estimates that are insensitive to small departures in the data from the assumed model. A review of some basic ideas of robust estimation focuses on a class of techniques called M-estimators that discount the impact of outlying observations. Methods: These ideas are extended to three practically important areas: (1) some simple methods for inference for robust estimators are described; (2) a more general class of robust estimators for generalized linear models is then introduced; (3) the high breakdown least median of squares method is presented. Results: Applications from comparative and American politics illustrate ideas in these areas

Class (philosophy · Econometrics · Epistemology · Estimator · Inference · Linear regression · M-estimator · Regression · Regression analysis · Robust regression · Robust statistics · Simple (philosophy · Statistical inference · Statistics · Advanced Statistical Methods and Models · Advanced Statistical Process Monitoring · Applied Mathematics · Artificial Intelligence · Computer Science · Mathematics · Statistical Methods and Inference

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Unique citing works45
Citations per year1,5
Citation span1996 - 2026 (31)
Citation velocitycurrent
Highly citedNo
Citation typesNeutral: 45

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