Robust Liu Estimator Used to Combat Some Challenges in Partially Linear Regression Model by Improving LTS Algorithm Using Semidefinite Programming

Outliers are a common problem in applied statistics, together with multicollinearity. In this paper, robust Liu estimators are introduced into a partially linear model to combat the presence of multicollinearity and outlier challenges when the error terms are not independent and some linear constrai...

Full description

Bibliographic Details

Published in:	Mathematics
Main Authors:	Waleed B. Altukhaes, Mahdi Roozbeh, Nur A. Mohamed
Format:	Article
Language:	English
Published:	MDPI AG 2024-09-01
Subjects:	generalized Liu estimator least trimmed squares estimator linear restriction multicollinearity outlier partially linear regression models
Online Access:	https://www.mdpi.com/2227-7390/12/17/2787