ROBUST REGRESSION IN MONTHLY BUSINESS SURVEY

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Statistics in Transition New Series

Polish Statistical Association

Central Statistical Office of Poland

Subject: Economics , Statistics & Probability

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ISSN: 1234-7655
eISSN: 2450-0291

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VOLUME 16 , ISSUE 1 (March 2015) > List of articles

ROBUST REGRESSION IN MONTHLY BUSINESS SURVEY

Grażyna Dehnel *

Keywords : robust regression, outlier detection, business statistics.

Citation Information : Statistics in Transition New Series. Volume 16, Issue 1, Pages 137-152, DOI: https://doi.org/10.21307/stattrans-2015-008

License : (CC BY 4.0)

Published Online: 31-October-2017

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ABSTRACT

There are many sample surveys of populations that contain outliers (extreme values). This is especially true in business, agricultural, household and medicine surveys. Outliers can have a large distorting influence on classical statistical methods that are optimal under the assumption of normality or linearity. As a result, the presence of extreme observations may adversely affect estimation, especially when it is carried out at a low level of aggregation. To deal with this problem, several alternative techniques of estimation, less sensitive to outliers, have been proposed in the statistical literature. In this paper we attempt to apply and assess some robust regression methods (LTS, M estimation, S-estimation, MM-estimation) in the business survey conducted within the framework of official statistics.

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