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2020•Unpublished venueOpen access

Study of Robust Regression Modeling Using MM-Estimator and Least Median Squares

Khusnul Khotimah, Kusman Sadik, Akbar Rizki

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Abstract

Ordinary least squares (OLS) is a method commonly used to estimate regression equations. One solution handle OLS limitation to outlier problem is to use the robust regression method. This study used least-median squares (LMS) and multi-stage method (MM) robust regression. Simulation results of regre

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Ordinary least squares (OLS) is a method commonly used to estimate regression equations. One solution handle OLS limitation to outlier problem is to use the robust regression method. This study used least-median squares (LMS) and multi-stage method (MM) robust regression. Simulation results of regre

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Available abstract

Ordinary least squares (OLS) is a method commonly used to estimate regression equations. One solution handle OLS limitation to outlier problem is to use the robust regression method. This study used least-median squares (LMS) and multi-stage method (MM) robust regression. Simulation results of regre

Key concepts: Robust regression, Ordinary least squares, Least trimmed squares, Total least squares, Generalized least squares, Outlier, Statistics, Regression

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