| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0564518 |
| utime |
20240406001922.6 |
| mtime |
20221125235959.9 |
| WOS |
000936355000066 |
| title
(primary) (eng) |
A Bootstrap Comparison of Robust Regression Estimators |
| specification |
| page_count |
7 s. |
| media_type |
E |
|
| serial |
| ARLID |
cav_un_epca*0564517 |
| ISBN |
978-80-88064-62-6 |
| title
|
Mathematical Methods in Economics 2022: Proceedings |
| page_num |
161-167 |
| publisher |
| place |
Jihlava |
| name |
College of Polytechnics Jihlava |
| year |
2022 |
|
| editor |
|
|
| keyword |
linear regression |
| keyword |
robust estimation |
| keyword |
nonparametric bootstrap |
| keyword |
bootstrap hypothesis testing |
| author
(primary) |
| ARLID |
cav_un_auth*0263018 |
| name1 |
Kalina |
| name2 |
Jan |
| institution |
UIVT-O |
| full_dept (cz) |
Oddělení strojového učení |
| full_dept (eng) |
Department of Machine Learning |
| full_dept |
Department of Machine Learning |
| fullinstit |
Ústav informatiky AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0448197 |
| name1 |
Janáček |
| name2 |
Patrik |
| institution |
UTIA-B |
| full_dept (cz) |
Stochastická informatika |
| full_dept |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department |
SI |
| country |
CZ |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
GA21-05325S |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0409039 |
|
| abstract
(eng) |
The ordinary least squares estimator in linear regression is well known to be highly vulnerable to the presence of outliers in the data and available robust statistical estimators represent more preferable alternatives. It has been repeatedly recommended to use the least squares together with a robust estimator, where the latter is understood as a diagnostic tool for the former. In other words, only if the robust estimator yields a very different result, the user should investigate the dataset closer and search for explanations. For this purpose, a hypothesis test of equality of the means of two alternative linear regression estimators is proposed here based on nonparametric bootstrap. The performance of the test is presented on three real economic datasets with small samples. Robust estimates turn out not to be significantly different from non-robust estimates in the selected datasets. Still, robust estimation is beneficial in these datasets and the experiments illustrate one of possible ways of exploiting the bootstrap methodology in regression modeling. The bootstrap test could be easily extended to nonlinear regression models. |
| action |
| ARLID |
cav_un_auth*0440547 |
| name |
MME 2022: International Conference on Mathematical Methods in Economics /40./ |
| dates |
20220907 |
| mrcbC20-s |
20220909 |
| place |
Jihlava |
| country |
CZ |
|
| FORD0 |
10000 |
| FORD1 |
10100 |
| FORD2 |
10103 |
| reportyear |
2023 |
| mrcbC47 |
UTIA-B 10000 10100 10103 |
| mrcbC52 |
4 O 4o 20231122150950.0 |
| inst_support |
RVO:67985807 |
| inst_support |
RVO:67985556 |
| permalink |
https://hdl.handle.net/11104/0336179 |
| confidential |
S |
| mrcbC86 |
n.a. Proceedings Paper Economics|Mathematics Interdisciplinary Applications|Social Sciences Mathematical Methods |
| arlyear |
2022 |
| mrcbTft |
\nSoubory v repozitáři: 0564518-aonl.pdf |
| mrcbU14 |
SCOPUS |
| mrcbU24 |
PUBMED |
| mrcbU34 |
000936355000066 WOS |
| mrcbU63 |
cav_un_epca*0564517 Mathematical Methods in Economics 2022: Proceedings College of Polytechnics Jihlava 2022 Jihlava 161 167 978-80-88064-62-6 |
| mrcbU67 |
Vojáčková H. 340 |
|