• Title/Summary/Keyword: Huber M-estimate

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A Comparision on CERES & Robust-CERES

  • Oh, Kwang-Sik;Do, Soo-Hee;Kim, Dae-Hak
    • 한국데이터정보과학회:학술대회논문집
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    • 2003.10a
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    • pp.93-100
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    • 2003
  • It is necessary to check the curvature of selected covariates in regression diagnostics. There are various graphical methods using residual plots based on least squares fitting. The sensitivity of LS fitting to outliers can distort their residuals, making the identification of the unknown function difficult to impossible. In this paper, we compare combining conditional expectation and residual plots(CERES Plots) between least square fit and robust fits using Huber M-estimator. Robust CERES will be far less distorted than their LS counterparts in the presence of outliers and hence, will be more useful in identifying the unknown function.

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