Title
Econometric applications of high-breakdown robust regression techniques
Author
Faculty/Department
Faculty of Sciences. Mathematics and Computer Science
Publication type
article
Publication
Amsterdam ,
Subject
Economics
Source (journal)
Economics letters. - Amsterdam
Volume/pages
71(2001) :1 , p. 1-8
ISSN
0165-1765
ISI
000168098600001
Carrier
E
Target language
English (eng)
Full text (Publishers DOI)
Affiliation
University of Antwerp
Abstract
A literature search shows that robust regression techniques are rarely used in applied econometrics. We present a technique based on Rousseeuw and Van Zomeren [Journal of the American Statistical Association, 85 (1990) 633-639] that removes many of the difficulties in applying such techniques to economic data. We demonstrate the value of these techniques by re-analyzing three OLS-based regressions from the literature. (C) 2001 Elsevier Science B.V. All rights reserved.
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