Measures of the Sensitivity of Regression Estimates to the Choice of Estimator
本文针对线性回归模型，提出度量点估计对估计方法选择敏感性的指标，并应用于多个数据集，帮助研究者评估估计结果的稳健性。
Abstract Let Y 1, …, Y n denote independent real-valued observations, each of the form Y j = X j β + σε j , where X j is a fixed covariate vector, β and σ are unknown parameters ε1, …, ε n are identically distributed according to a symmetric density p. This article considers the sensitivity of point estimates of β to the choice of estimator from classes of estimators based on the L estimators of Kroenker and Portnoy. Specific measures of sensitivity are proposed these measures are applied to several datasets.