A Robust Regression by Using Huber Estimator and Tukey Bisquare Estimator for Predicting Availability of Corn in Karanganyar Regency, Indonesia

H. Pratiwi, Y. Susanti, S. Handajani
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引用次数: 1

Abstract

Linear least-squares estimates can behave badly when the error distribution is not normal, particularly when the errors are heavy-tailed. One remedy is to remove influential observations from the least-squares fit. Another approach, robust regression, is to use a fitting criterion that is not as vulnerable as least squares to unusual data. The most common general method of robust regression is M-estimation. This class of estimators can be regarded as a generalization of maximum-likelihood estimation. In this paper we discuss robust regression model for corn production by using two popular estimators; i.e. Huber estimator and Tukey bisquare estimator.Keywords : robust regression, M-estimation, Huber estimator, Tukey bisquare estimator
利用Huber估计量和Tukey bissquared估计量的稳健回归预测印尼Karanganyar县玉米可得性
当误差分布不是正态分布时,特别是当误差是重尾分布时,线性最小二乘估计会表现得很差。一种补救方法是从最小二乘拟合中去除有影响的观测值。另一种方法,稳健回归,是使用一个拟合标准,它不像最小二乘法那样容易受到异常数据的影响。最常用的稳健回归方法是m估计。这类估计量可以看作是极大似然估计的一种推广。本文用两种常用的估计量讨论了玉米产量的鲁棒回归模型;即Huber估计量和Tukey二平方估计量。关键词:稳健回归,m估计,Huber估计,Tukey二方估计
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