构建回归模型的稳健方法:在住房领域的应用

Robust Methods of Building Regression Models: An Application to the Housing Sector

Journal of Business & Economic Statistics · 1984
被引 4
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,并通过对马德里大都市区租赁住房价值决定因素的建模,展示了该方法的实际应用。

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住房租金模型马德里都市区