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抵抗线及相关回归方法

The Resistant Line and Related Regression Methods

Journal of the American Statistical Association · 1985
被引 14
ABS 4

中文导读

提出一种对x和y方向异常值稳健的三组抵抗线方法,给出快速收敛算法、非参数置信区间和渐近性质,蒙特卡洛模拟显示小样本效率良好,替换中位数可提高效率。

Abstract

Abstract In a bivariate (x, y) scatterplot the three-group resistant line is that line for which the median residual in each outer third of the data (ordered on x) is zero. It was proposed by Tukey as an exploratory method resistant to outliers in x and y and suited to hand calculation. A dual plot representation of the procedure yields a fast, convergent algorithm, nonparametric confidence intervals for the slope, consistency, influence function, and asymptotic normality results. Monte Carlo results show that small sample efficiencies exceed their asymptotic values in important cases. Both breakdown and efficiency are adequate for exploratory work. Replacing medians by other M-estimators of location increases efficiency substantially without affecting breakdown or computational complexity. The method thus combines bounded influence and acceptable efficiency with conceptual and computational simplicity.

非参数统计回归分析稳健估计探索性数据分析