Robust Estimation Using M Estimation and S Estimation

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นิธิภัทร กมลสุข

Abstract

In linear regression analysis, the ordinary least squares (OLS) estimators of parameters have always turned out to be the best linear unbiased estimators. However, if the data contain outliers, this may affect the least-squares estimates. So, an alternative approach; the so-called robust regression methods, is needed to obtain a better fit of the model or more precise estimates of parameters. In this article, various robust regression methods have been reviewed. The focus is on the robust estimation using M estimation and S estimation.

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How to Cite
กมลสุขน. (2018). Robust Estimation Using M Estimation and S Estimation. KASALONGKHAM RESEARCH JOURNAL, 12(2), 55-68. Retrieved from https://www.tci-thaijo.org/index.php/ksk/article/view/173962
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