Modified GM6 Estimation Method Based on Improve Diagnostic Robust Generalized Potential for Quantile Regression
| المصدر: | مجلة القادسية للعلوم الإدارية والاقتصادية |
|---|---|
| الناشر: | جامعة القادسية - كلية الادارة والاقتصاد |
| المؤلف الرئيسي: | Alshaybawee, Taha Hussein (Author) |
| مؤلفين آخرين: | Abdul Kareem, Mohammed (Co-Author) |
| المجلد/العدد: | مج23, ع4 |
| محكمة: | نعم |
| الدولة: |
العراق |
| التاريخ الميلادي: |
2021
|
| الصفحات: | 246 - 254 |
| ISSN: |
1816-9171 |
| رقم MD: | 1235396 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | الإنجليزية |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| كلمات المؤلف المفتاحية: |
Leverage Points | Quantile Regression | GM6-Estimator | IDRGP | GM6Qu
|
| رابط المحتوى: |
الناشر لهذه المادة لم يسمح بإتاحتها. |
| المستخلص: |
In quantile regression, different methods have been suggested to mitigate the influence of high leverage points. In this research paper, we will propose two new methods to robust quantile regression estimators by utilized GM6- estimator and robust diagnostic method Improved Robust Generalized Potential which can be reduced masking and swamping problems as well. Our proposed methods are GM6- for Quantile regression and GM6-for Quantile regression based on Improved Diagnostic Generalized Potential, when the initial weights are calculated in the algorithm for the last method based on Improved Diagnostic Generalized Potential method to detect high leverage observation and reduce their impact in quantile regression. Simulations and real-world data were used to evaluate the performance of our suggested methods to that of existing methods. |
|---|---|
| ISSN: |
1816-9171 |
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