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Robust Procedures in Multiple Regression: P-Subsets and a Computational Proposal

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  • D'Esposito, Maria Rosaria
  • Furno, Marilena

Abstract

A number of robust and diagnostic techniques for the linear regression are in terms of "p"-dimensional subsets of the original sample. In a sample of size "n" this leads to consider C[superscript n][subscript p] subsets. To reduce the computational burden, a limited number of subsets can be selected by means of a sub-sampling scheme. In this paper we suggest and discuss the use of a Balanced Incomplete Block design plan. Citation Copyright 1996 by Kluwer Academic Publishers.

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  • D'Esposito, Maria Rosaria & Furno, Marilena, 1996. "Robust Procedures in Multiple Regression: P-Subsets and a Computational Proposal," Computational Economics, Springer;Society for Computational Economics, vol. 9(2), pages 129-147, May.
    • Handle: RePEc:kap:compec:v:9:y:1996:i:2:p:129-47
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