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Eric Ed358158%3a A Simulation Based Comparison Of Several Stochastic Linear Regression Methods In The Presence Of Outliers. by Eric

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1ERIC ED358158: A Simulation-Based Comparison Of Several Stochastic Linear Regression Methods In The Presence Of Outliers.

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Several regression methods were examined within the framework of weighted structural regression (WSR), comparing their regression weight stability and score estimation accuracy in the presence of outlier contamination. The methods compared are: (1) ordinary least squares; (2) WSR ridge regression; (3) minimum risk regression; (4) minimum risk 2; (5) goodness of fit index (GFI); and (6) WSR reduced rank regression. Three population covariance matrices were used that were drawn from applied behavioral science literature as the basis for generating samples, some of which were contaminated. A bootstrap method was used to compare the regression methods. Analysis resulted in 4 sets of bootstrap samples for each of the population systems, 12 in all. Results support the notion of increased efficacy of the adaptive forms of WSR in small sample applications where outlier contamination exists. The improvement over conventional least squares is not always substantial, but it is notable that adaptive forms of WSR based on the concept of empirical Bayes covariance estimation can provide consistent and sometimes substantial improvement over conventional methods. Five tables present analysis data. Appendix A provides the basis for the WSR class of methods. Appendices B and C each contain three tables of analysis information. (SLD)

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  • Title: ➤  ERIC ED358158: A Simulation-Based Comparison Of Several Stochastic Linear Regression Methods In The Presence Of Outliers.
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  • Language: English

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The book is available for download in "texts" format, the size of the file-s is: 24.86 Mbs, the file-s for this book were downloaded 94 times, the file-s went public at Sat Nov 01 2014.

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1Boy Crusoe

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Also published as" A Yankee Crusoe" . A 15 year old hard working and studious farm boy finds the lure of adventure on the seas as a merchant seaman more than he can resist. This is his story. " I was born in a little town in the State of Maine, near the close of the Civil War. My boyhood life did not differ materially from that of the average farmer's son in the remote country districts of New England--except, perhaps, that I read more and thought more. Hard work on the rugged soil, two terms each year in the little yellow country schoolhouse, a day's fishing now and then filled the early years of my life full to over-flowing. " What he gets is enough excitement and adventure to overflow his wildest dreams. How he experiences disaster and uses his wits and knowledge to overcome every problem makes for a great read. - Summary by Phil Chenevert

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  • Number of Sections: 23
  • Total Time: 03:45:08

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  • Number of Sections: 23 sections

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