ON THE COMPATIBILITY OF SAMPLE AND PRIOR INFORMATION IN THE MIXED REGRESSION-MODEL

被引：1

作者：

CHALTON, DO

TROSKIE, CG

机构：

[1] S AFRICAN MRC,INST BIOSTAT,TYGERBERG 7505,SOUTH AFRICA

[2] UNIV CAPE TOWN,DEPT STAT SCI,RONDEBOSCH 7700,SOUTH AFRICA

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1993年 / 22卷 / 03期

关键词：

PRIOR INFORMATION; MIXED REGRESSION MODEL; COMPATIBILITY STATISTIC; OUTLIERS;

D O I：

10.1080/03610929308831065

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The mixed regression estimator involves combining prior information with the sample data, for which there is a standard test for their compatibility. We show that this test is equivalent to a test for outliers applied to the observations corresponding to the prior information. For a single outlier. this test statistic can be used to obtain a robust regression estimator.

引用

页码：921 / 928

页数：8