Robust regression with both continuous and categorical predictors

Keywords

Mathematics, Categorical variable, Statistics, Consistency (knowledge bases), Asymptotic distribution

References

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• Robust regression with both continuous and binary regressorsMia Hubert, Peter J. Rousseeuw — 1997
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• The Behavior of the Stahel-Donoho Robust Multivariate EstimatorRicardo A. Maronna, Vı́ctor J. Yohai — 1995
• Robust statistics: the approach based on influence functionsDavid Ruppert, Frank R. Hampel, Elvezio Ronchetti — 1986
• Computing the Exact Least Median of Squares Estimate and Stability Diagnostics in Multiple Linear RegressionArnold J. Stromberg — 1993
• Breakdown points and variation exponents of robust M-estimators in linear modelsIvan Mizera, Christine H. Müller — 1999
• ASYMPTOTIC BEHAVIOR OF M-ESTIMATORS FOR THE LINEAR MODELVı́ctor J. Yohai, Ricardo A. Maronna — 1979
• The breakdown value of the L1 estimator in contingency tablesMia Hubert — 1997
• An Improved Algorithm for Discrete l_1 Linear ApproximationI. Barrodale, F. D. K. Roberts — 1973
• Robust Regression and Outlier DetectionPeter J. Rousseeuw, Annick M. Leroy — 2005
• Understanding Robust and Exploratory Data Analysis.M. J. R. Healy, David C. Hoaglin, Frederick Mosteller — 1983
• The Behavior of the Stahel-Donoho Robust Multivariate EstimatorRicardo A. Maronna, Vı́ctor J. Yohai — 1995
• Understanding robust and exploratory data analysisDavid C. Hoaglin, Frederick Mosteller, John W. Tukey — 1983
• Leverage and Breakdown in L 1 RegressionSteven P. Ellis, Stephan Morgenthaler — 1992

Cited by

• Comparing Effects of Lake- and Watershed-Scale Influences on Communities of Aquatic Invertebrates in Shallow LakesRichard Perez, Thomas Hoff, Marc Pérez — 2012
• How robust is linear regression with dummy variables ?Eric Blankmeyer — 2006
• The Performance of Robust Estimator on Linear Regression Model Having both Continuous and Categorical Variables with Heteroscedastic ErrorsHabshah Midi, Bashar A. Talib — 2008
• Outliers in Finance ResearchJohn C. Adams, Darren K. Hayunga, Vincenzo Verardi — 2015
• Alcohol Prices and Mortality Due to Liver CirrhosisJon P. Nelson — 2015
• Robust estimation in linear regression models with fixed effectsBetsabé Pérez Garrido, Daniel Peña, Isabel Molina — 2009
• One-step robust estimation of fixed-effects panel data modelsMichele Aquaro, Pavel Čı́žek — 2013
• Robust Regression in StataVincenzo Verardi, Christophe Croux — 2009
• A Natural Robustification of the Ordinary Instrumental Variables EstimatorGabriela V. Cohen Freue, Hernán Ortiz‐Molina, Ruben H. Zamar — 2013
• Computing Robust Leverage Diagnostics when the Design Matrix Contains Coded Categorical VariablesKjell Konis — 2013
• The Predictive Power of Content and Temporal Features of Posts in Information Dissemination in MicrobloggingJue Huang, Jianxiong Xue — 2015
• High-Breakdown Robust Multivariate MethodsMia Hubert, Peter J. Rousseeuw, Stefan Van Aelst — 2008
• Periodicity detection in irregularly sampled light curves by robust regression and outlier detectionAnita Monika Thieler, Michael Backes, Roland Fried — 2013
• Robust estimators for the fixed effects panel data modelMaria Caterina Bramati, Christophe Croux — 2007
• Regression models, scan statistics and reappearance probabilities to detect regions of association between gene expression and copy numberJennifer L. Asimit, Irene L. Andrulis, Shelley B. Bull — 2011
• On simultaneously identifying outliers and heteroscedasticity without specific formTsung‐Chi Cheng — 2012
• Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical dataTsung‐Chi Cheng, Atanu Biswas — 2008
• Inconsistency of Resampling Algorithms for High-Breakdown Regression Estimators and a New AlgorithmDouglas M Hawkins, David J. Olive — 2002
• Robust and Efficient One-Way MANOVA TestsStefan Van Aelst, Gert Willems — 2011
• Outlier detection and robust estimation in linear regression models with fixed group effectsBetsabé Pérez Garrido, Isabel Molina, Daniel Peña — 2014

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