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

Ruiz-Castillo, Javier; Peña, Daniel

dc.contributor.author	Ruiz-Castillo, Javier
dc.contributor.author	Peña, Daniel
dc.date.accessioned	2009-07-14T14:04:00Z
dc.date.accessioned	2010-10-20T11:42:33Z
dc.date.available	2009-07-14T14:04:00Z
dc.date.available	2010-10-20T11:42:33Z
dc.date.issued	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.identifier.uri	http://hdl.handle.net/10016/4765
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
dc.type.review	PeerReviewed
dc.description.status	Publicado
dc.relation.publisherversion	http://www.jstor.org/stable/1391351
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