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Transformations and Influential Observations in Minimum Sum of Absolute Errors Regression

 

作者: I. Parker,  

 

期刊: Technometrics  (Taylor Available online 1988)
卷期: Volume 30, issue 2  

页码: 215-220

 

ISSN:0040-1706

 

年代: 1988

 

DOI:10.1080/00401706.1988.10488369

 

出版商: Taylor & Francis Group

 

关键词: Box and Cox;Laplace distribution;Power transformation;Influence diagnostics

 

数据来源: Taylor

 

摘要:

The Box-Cox power transformation model is considered for minimum sum of absolute errors (MSAE) regression. A long-tailed error distribution, specifically the Laplace distribution, is included and could accommodate observations that in the normal case are outlying or unduly influencing a choice of transformation. The log-likelihood procedure of Box and Cox (1964) for obtaining the optimal transformation parameter is adapted for Laplace errors and MSAE regression. Graphical methods for detecting the influence of individual observations on the choice of transformation are described. Application to examples illustrates that this approach can provide valuable additional information to the data analyst.

 

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