LAD regression for detecting outliers in response and explanatory variables

[摘要] Least absolute deviations regression resists outliers in the response variable but is relatively sensitive to outlying observations in the explanatory variables. In this paper a simple solution is proposed to overcome this problem. This is achieved by minimizing the absolute values of vertical and horizontal deviations in turn. Two algorithms are proposed: one for the simple and one for the multiple regression case. The methods presented have been tested on a variety of data and have proven to be quite effective. (C) 1997 Academic Press.

[发布日期] 1997-04-01

[关键词] least absolute deviations regression;inverse least absolute deviations regression;robust regression;outliers;leverage points