- Library Home /
- Search Collections /
- Open Collections /
- Browse Collections /
- UBC Theses and Dissertations /
- Globally robust inference for simple linear regression...
Open Collections
UBC Theses and Dissertations
UBC Theses and Dissertations
Globally robust inference for simple linear regression models with repeated median slope estimator Khan, Md Jafar Ahmed
Abstract
Globally robust inference takes into account the potential bias of the point estimates (Adrover, Salibian-Barrera and Zamar, 2002). To construct robust confidence intervals for the simple linear regression slope, the authors selected the generalized median of slopes (GMS) as their point estimate, considering its good bias behavior and asymptotic normality. However, GMS has a breakdown point of only 0.25, its asymptotic normality is established under very restrictive conditions, and its bias bound is known only for symmetric carrier distributions. In this study, we propose the repeated median slope (RMS) estimate as an alternative choice. RMS has a breakdown point of 0.50, its asymptotic normality holds under mild assumptions, and the bias bound for RMS is known for general carrier distributions. The proposed method achieves, more or less, the same observed coverage levels while it constructs intervals of smaller lengths, as compared to the GMS approach.
Item Metadata
Title |
Globally robust inference for simple linear regression models with repeated median slope estimator
|
Creator | |
Publisher |
University of British Columbia
|
Date Issued |
2002
|
Description |
Globally robust inference takes into account the potential bias of the point
estimates (Adrover, Salibian-Barrera and Zamar, 2002). To construct robust
confidence intervals for the simple linear regression slope, the authors selected
the generalized median of slopes (GMS) as their point estimate, considering
its good bias behavior and asymptotic normality. However, GMS has a breakdown
point of only 0.25, its asymptotic normality is established under very
restrictive conditions, and its bias bound is known only for symmetric carrier
distributions.
In this study, we propose the repeated median slope (RMS) estimate as
an alternative choice. RMS has a breakdown point of 0.50, its asymptotic
normality holds under mild assumptions, and the bias bound for RMS is
known for general carrier distributions. The proposed method achieves, more
or less, the same observed coverage levels while it constructs intervals of
smaller lengths, as compared to the GMS approach.
|
Extent |
2620742 bytes
|
Genre | |
Type | |
File Format |
application/pdf
|
Language |
eng
|
Date Available |
2009-09-11
|
Provider |
Vancouver : University of British Columbia Library
|
Rights |
For non-commercial purposes only, such as research, private study and education. Additional conditions apply, see Terms of Use https://open.library.ubc.ca/terms_of_use.
|
DOI |
10.14288/1.0090413
|
URI | |
Degree | |
Program | |
Affiliation | |
Degree Grantor |
University of British Columbia
|
Graduation Date |
2002-11
|
Campus | |
Scholarly Level |
Graduate
|
Aggregated Source Repository |
DSpace
|
Item Media
Item Citations and Data
Rights
For non-commercial purposes only, such as research, private study and education. Additional conditions apply, see Terms of Use https://open.library.ubc.ca/terms_of_use.