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Median-of-means approach for repeated measures data

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  • Yangchun Zhang
  • Pengfei Liu

Abstract

In this paper, we introduce the median-of-means approach for estimating unknown parameters in multiple linear regression model and the regression model with autocorrelated error. The proposed estimators are not only robust against the outliers of data but also proved to be consistent. Extensive numerical simulations and one real dataset are presented to show the performances of new estimators.

Suggested Citation

  • Yangchun Zhang & Pengfei Liu, 2021. "Median-of-means approach for repeated measures data," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 50(17), pages 3903-3912, August.
    • Handle: RePEc:taf:lstaxx:v:50:y:2021:i:17:p:3903-3912
    DOI: 10.1080/03610926.2019.1710204
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