圆形回归模型鲁棒S和圆形最小二乘估计的仿真比较

IF 0.3 Q4 ECONOMICS
Huda Hadib Abbas, Suhail Najim Abood
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引用次数: 0

摘要

本文采用蒙特卡罗模拟方法,通过两种趋势对无离群数据和数据中存在离群数据的情况下的鲁棒圆形S估计量与圆形最小二乘法进行比较,第一种趋势是具有高拐点的污染物,表示圆形自变量中的污染物;第二个是垂直变量中的污染物,该变量使用三个比较标准表示圆形因变量,即标准误差中位数(median SE),误差均方的中位数(median MSE)和圆形残差的平均余弦的中位数(median A(k))。结论是,在数据不包含异常值的情况下,最小二乘法优于鲁棒圆形S方法,因为对于所有提出的样本量(n=20、50、100),最小二乘法记录了最低的平均标准、均方误差(Median MSE)、最小中位数标准误差(Median SE)和圆形残差A(K)的平均余弦标准的最大值。在垂直数据中的污染物的情况下,发现圆形最小二乘法在所有污染物率和所有样本量下都不是首选,并且垂直数据中污染的百分比越高,估计方法的有效性的偏好越大。其中,对于所有建议的样本量,中位数误差平方的平均准则(median MSE)和中位数标准误差的平均准则(median SE)减少,而圆形残差A(K)的平均余弦的平均准则的值增加。在高起升点污染物情况下,圆形最小二乘法在所有污染物水平和所有样本量下的首选率都不是很大,并且起升点污染物的百分比越高,效度估计方法的偏好越大,从而误差均方差均值判据(Median MSE)和中位标准误差判据(Median SE)减小。对于圆形残差A(K)的平均余弦值和所有样本量,平均准则的值都增加。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Comparison of Robust Circular S and Circular Least Squares Estimators for Circular Regression Model using Simulation
In this paper, the Monte-Carlo simulation method was used to compare the robust circular S estimator with the circular Least squares method in the case of no outlier data and in the case of the presence of an outlier in the data through two trends, the first is contaminant with high inflection points that represents contaminant in the circular independent variable, and the second the contaminant in the vertical variable that represents the circular dependent variable using three comparison criteria, the median standard error (Median SE), the median of the mean squares of error (Median MSE), and the median of the mean cosines of the circular residuals (Median A(k)). It was concluded that the method of least squares is better than the methods of the robust circular S method in the case that the data does not contain outlier values because it was recorded the lowest mean criterion, mean squares error (Median MSE), the least median standard error (Median SE) and the largest value of the criterion of the mean cosines of the circular residuals A(K) for all proposed sample sizes (n=20, 50, 100). In the case of the contaminant in the vertical data, it was found that the circular least squares method is not preferred at all contaminant rates and for all sample sizes, and the higher the percentage of contamination in the vertical data, the greater the preference of the validity of estimation methods, where the mean criterion of median squares of error (Median MSE) and criterion of median standard error (Median SE) decrease and the value of the mean criterion of the mean cosines of the circular residuals A(K) increases for all proposed sample sizes. In the case of the contaminant at high lifting points, the circular least squares method is not preferred by a large percentage at all levels of contaminant and for all sample sizes, and the higher the percentage of the contaminant at the lifting points, the greater the preference of the validity estimation methods, so that the mean criterion of mean squares of error (Median MSE) and criterion of median standard error (Median SE) decrease, and the value of the mean criterion increases for the mean cosines of the circular residuals A(K) and for all sample sizes.
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