robust

  1. consuli

    How to choose best robust regression model?

    Hello. There are several robust regression methods like LAR-(aka LAV-, LAD-, L1-Norm-)Regression, Quantil-Regression, M-Estimator, ... They are assumed to be especially appropriate for data, that does not fulfill the 5 OLS conditions. The major part of the robust regression literature (I read)...
  2. B

    [Clustered Robust Standard Error] - Custering

    I am investigating the effects of age and exercise in protein expression in mouse motor neurons. I have four groups each with a limited number of measurements associated with it. Group (number of mice) Young (6) Young exercised (3) Old...
  3. trinker

    Weights for weighted mean: Do these weights make sense?

    I'm attempting to weight a mean to make outliers less impactful. I know people use a median here often but am looking to try to make a mean that's rbust to outliers. That is the further an observation is from the mean the less weight it has. I'm sure this has been done before. In...
  4. M

    Criteria for Bandwidth Selection with GMM2S

    What criteria should I used to set "#" in the bw(#) option using ivreg2 with the options gmm2s and robust also specified? I set it high for the efficiency benefits associated with including more information in the weighting matrix, but I don't know if there's a cost to increasing #, and my...
  5. M

    Seek confirmation for robust approach of describing non-parametric data set:confused:

    I’ve spent considerable time researching (on this site and elsewhere) for an appropriate statistical descriptor for a non-parametric (non-normally distributed) data set. I think I have the answer but would love any feedback as this is not an area of strength for me. TASK / DATA DESCRIPTION...
  6. P

    paper about different robust approach

    I can not find any paper about, robust statistics where they are looking to outliers not like a outlierts but like that model miss specification. exp. i mean that i have sample from N(0,1) ,50 observation and there are value 5 and -4 this 2 are outliers, but TRUE distribution is Caushy...