Publication: Robust methods of building regression models : an application to the housing sector
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1984-01
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American Statistical Association
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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.
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Outliers, Influential observations, Robust regression, Cook distance, Hedonic price function, Housing market
Bibliographic citation
Journal of Business and Economic Statistics, 1984, v. 2, n. 1, pp. 10-20