Simulation based validity testing of an outlier accommodation method for minimax absolute error regression

Simulation based validity testing of an outlier accommodation method for minimax absolute error regression

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Article ID: iaor1994371
Country: United Kingdom
Volume: 20
Issue: 3
Start Page Number: 349
End Page Number: 353
Publication Date: Apr 1993
Journal: Computers and Operations Research
Authors: ,
Abstract:

In previous work, a mixed integer programming model was proposed for the systematic identification of potential outliers in connection with minimax absolute error regression. This method simultaneously estimates the regression parameters in the process of outlier identification. In this paper the authors report on some validity testing for the method based on simulated outlier inclusion. The results suggest that the method is effective in identification of such simulated outliers.

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