Robust methods of building regression models : an application to the housing sector

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Show simple item record Ruiz-Castillo, Javier Peña, Daniel 2009-07-14T14:04:00Z 2010-10-20T11:42:33Z 2009-07-14T14:04:00Z 2010-10-20T11:42:33Z 1984-01
dc.identifier.bibliographicCitation Journal of Business and Economic Statistics, 1984, v. 2, n. 1, pp. 10-20
dc.identifier.issn 0735-0015
dc.description.abstract This article studies robustification strategies for the linear model in the presence of outliers. The advantages of an internal analysis of the robustness of least squares for a given sample are pointed out. The application of this methodology is illustrated by building an explicit model of the determinants of rental housing values in the Madrid Metropolitan Area.
dc.format.mimetype application/pdf
dc.format.mimetype text/plain
dc.language.iso eng
dc.publisher American Statistical Association
dc.subject.other Outliers
dc.subject.other Influential observations
dc.subject.other Robust regression
dc.subject.other Cook distance
dc.subject.other Hedonic price function
dc.subject.other Housing market
dc.title Robust methods of building regression models : an application to the housing sector
dc.type article PeerReviewed
dc.description.status Publicado
dc.subject.eciencia Economía
dc.rights.accessRights openAccess
dc.identifier.publicationfirstpage 7
dc.identifier.publicationlastpage 12
dc.identifier.publicationtitle Journal of Business and Economic Statistics
dc.identifier.publicationvolume 8
dc.identifier.publicationvolume 1
dc.affiliation.dpto UC3M. Departamento de Economía
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