Verardi, Vincenzo; Croux, Christophe - In: Stata Journal 9 (2009) 3, pp. 439-453
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 …