| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w0058 |
| 来源ID | Working Paper 0058 |
| A Monte Carlo Study of Two Robust Alternatives of Least Square Regression Estimation | |
| Richard W. Hill; Paul W. Holland | |
| 发表日期 | 1974-09-01 |
| 出版年 | 1974 |
| 语种 | 英语 |
| 摘要 | We give some Monte Carlo results on the performance of two robust alternatives to least squares regression estimation - least absolute residuals and the one-step "sine" estimator. We show how to scale the residuals for the sine estimator to achieve constant efficiency at the Gaussian across various choices of X-matrix and give some results for the contaminated Gaussian distribution. |
| URL | https://www.nber.org/papers/w0058 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/557255 |
| 推荐引用方式 GB/T 7714 | Richard W. Hill,Paul W. Holland. A Monte Carlo Study of Two Robust Alternatives of Least Square Regression Estimation. 1974. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w0058.pdf（250KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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