The performance of leverage based near neighbour-robust weight least squares in multiple linear regression in the presence of heteroscedastic errors and outlier
In this study, Leverage Based Near Neighbour–Robust Weighted Least Squares (LBNN-RWLS) method is proposed in order to estimate the standard error accurately in the presence of heteroscedastic errors and outliers in multiple linear regression. The data sets used in this study are simulated through mo...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit UTM Press
2015
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| Subjects: | |
| Online Access: | http://eprints.utm.my/55638/ http://eprints.utm.my/55638/ http://eprints.utm.my/55638/ http://eprints.utm.my/55638/1/KhooLiPeng2015_ThePerformanceofLeverageBasedNear.pdf |
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