Showing 1 - 10 of 11
values for the other observations in the sample. These extreme observations, or outliers, often have a large impact on the … applied researchers are usually aware of this the detection of outliers and their appropriate treatment is often dealt with in … for robust methods that can be used in the presence of outliers. Our paper intents to improve on this situation by …
Persistent link: https://www.econbiz.de/10009369195
of outliers by comparing a regression estimator that is robust to outliers (S-estimator), with another that is more e …
Persistent link: https://www.econbiz.de/10009369456
In this paper, we warn on the overoptimistic conclusions led by weak instruments testing when good leverage points are present in the first stage of an IV estimation. Some simulations and an empirical application are provided to illustrate the point raised.
Persistent link: https://www.econbiz.de/10009652004
the sample. These extreme observations, or outliers, often have a large impact on the results of statistical analyses … this, the detection of outliers and their appropriate treatment is often dealt with in a rather sloppy manner. One reason … the presence of outliers. Our paper intents to improve on this situation by presenting a highly robust method for …
Persistent link: https://www.econbiz.de/10010614511
In the robust statistics literature, a wide variety of models have been devel- oped to cope with outliers in a rather …
Persistent link: https://www.econbiz.de/10010548024
In the robust statistics literature, a wide variety of models have been developed to cope with outliers in a rather …
Persistent link: https://www.econbiz.de/10010903720
the sample. These extreme observations, or outliers, often have a large impact on the results of statistical analyses … this, the detection of outliers and their appropriate treatment is often dealt with in a rather sloppy manner. One reason … the presence of outliers. Our paper intents to improve on this situation by presenting a highly robust method for …
Persistent link: https://www.econbiz.de/10010269751
the sample. These extreme observations, or outliers, often have a large impact on the results of statistical analyses … this, the detection of outliers and their appropriate treatment is often dealt with in a rather sloppy manner. One reason … the presence of outliers. Our paper intents to improve on this situation by presenting a highly robust method for …
Persistent link: https://www.econbiz.de/10010286574
In regression analysis, the presence of outliers in the dataset can strongly distort the classical least …-squares estimator and lead to unreliable results. To deal with this, several robust-to-outliers methods have been proposed in the … methods resist only some specific types of outliers and turn out to be ineffective under alternative scenarios. In this …
Persistent link: https://www.econbiz.de/10008566200
the sample. These extreme observations, or outliers, often have a large impact on the results of statistical analyses … this, the detection of outliers and their appropriate treatment is often dealt with in a rather sloppy manner. One reason … the presence of outliers. Our paper intents to improve on this situation by presenting a highly robust method for …
Persistent link: https://www.econbiz.de/10008506086