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On the behaviour of residual plots in regression

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URI: https://hdl.handle.net/10016/4200
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ws950402.pdf (973.48 KB)
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1995-02
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Abstract
Properties of least squares versus robust regression residual plots are compared under a common set of assumptions.
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Bias of a robust estimator, Extreme points, Partially modified residuals, Outliers
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DES - Working Papers. Statistics and Econometrics. WS