构建回归模型的稳健方法:以住房部门为例

Robust Methods of Building Regression Models—An Application to thè Housing Sector

Journal of Business & Economic Statistics · 1984
被引 19
人大 AABS 4

中文导读

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。

Abstract

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.

稳健回归异常值处理最小二乘法稳健性住房租金模型