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Modern Methods for Robust Regression
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Modern Methods for Robust Regression



September 2007 | 128 pages | SAGE Publications, Inc

Modern Methods for Robust Regression offers a brief but in-depth treatment of various methods for detecting and properly handling influential cases in regression analysis. This volume, geared toward both future and practicing social scientists, is unique in that it takes an applied approach and offers readers empirical examples to illustrate key concepts. It is ideal for readers who are interested in the issues related to outliers and influential cases.

Key Features

  • Defines key terms necessary to understanding the robustness of an estimator: Because they form the basis of robust regression techniques, the book also deals with various measures of location and scale.
  • Addresses the robustness of validity and efficiency: After having described the robustness of validity for an estimator, the author discusses its efficiency.
  • Focuses on the impact of outliers: The book compares the robustness of a wide variety of estimators that attempt to limit the influence of unusual observations.
  • Gives an overview of some traditional techniques: Both formal statistical tests and graphical methods detect influential cases in the general linear model.
  • Offers a Web appendix: This volume provides readers with the data and the R code for the examples used in the book.

Intended Audience

This is an excellent text for intermediate and advanced Quantitative Methods and Statistics courses offered at the graduate level across the social sciences.

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List of Figures
 
List of Tables
 
Series Editor's Introduction
 
Acknowledgments
 
1. Introduction
Defining Robustness

 
Defining Robust Regression

 
A Real-World Example: Coital Frequency of Married Couples in the 1970s

 
 
2. Important Background
Bias and Consistency

 
Breakdown Point

 
Influence Function

 
Relative Efficiency

 
Measures of Location

 
Measures of Scale

 
M-Estimation

 
Comparing Various Estimates

 
Notes

 
 
3. Robustness, Resistance, and Ordinary Least Squares Regression
Ordinary Least Squares Regression

 
Implications of Unusual Cases for OLS Estimates and Standard Errors

 
Detecting Problematic Observations in OLS Regression

 
Notes

 
 
4. Robust Regression for the Linear Model
L-Estimators

 
R-Estimators

 
M-Estimators

 
GM-Estimators

 
S-Estimators

 
Generalized S-Estimators

 
MM-Estimators

 
Comparing the Various Estimators

 
Diagnostics Revisited: Robust Regression-Related Methods for Detecting Outliers

 
Notes

 
 
5. Standard Errors for Robust Regression
Asymptotic Standard Errors for Robust Regression Estimators

 
Bootstrapped Standard Errors

 
Notes

 
 
6. Influential Cases in Generalized Linear Models
The Generalized Linear Model

 
Detecting Unusual Cases in Generalized Linear Models

 
Robust Generalized Linear Models

 
Notes

 
 
7. Conclusions
 
Appendix: Software Considerations for Robust Regression
 
References
 
Index
 
About the Author
Key features

 

  • This volume offers applied coverage of a topic that has traditionally been discussed from a theoretical standpoint.
  • The authors uses empirical examples to illustrate key concepts,
  • A Web Appendix provides readers with the data and the R-code for the examples used in the book.

 

Preview this book

Sample Materials & Chapters

Chapter 2

Chapter 4

Chapter 6

Andersen_files.zip


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