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- W2892247911 abstract "The estimator holding the central place in the theory of the multivariate errors-in-the-variables (EV) model results from performing orthogonal recession on variables rescaled according to the covariance matrix of the errors [7]. Our first principal finding, via Monte Carlo on the univariate model, essentially relegates this estimator to use only in large samples on very well-behaved data, i.e., with no trace of outlier contamination. A modification, requiring a robust preliminary slope, is proposed that essentially sets out the generalization to EV of the w-estimator in regression. It is demonstrated that the modification is robust to outlier contamination even in small samples, given a sufficiently good preliminary estimator. A candidate for a preliminary slope estimator based on the data is proposed arid its performance under simulation examined. Least-absolute residuals estimation in EV is cited as an alternative candidate." @default.
- W2892247911 created "2018-09-27" @default.
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- W2892247911 date "1975-05-01" @default.
- W2892247911 modified "2023-09-27" @default.
- W2892247911 title "Robust Line Estimation With Errors in Both Variables" @default.
- W2892247911 hasPublicationYear "1975" @default.
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