Robust Methods of Building Regression Models—An Application to thè Housing Sector
研究线性模型在存在异常值时的稳健化策略,强调对给定样本进行最小二乘稳健性内部分析的优势,并以马德里大都市区租赁住房价值决定因素建模为例说明方法应用。
This article studies robustification strategies for the linear model in the presence of outliers. The advantages of an internal analysis of the robustness of least squares for a given sample are pointed out. The application of this methodology is illustrated by building an explicit model of the determinants of rental housing values in the Madrid Metropolitan Area.