George Mason University
CSI/Statistics Colloquium Series
Seminar Announcement
Recent Research in Robust Regression:
Part 1 --- Hypothesis Testing
Clifton D. Sutton
Andrea Zucker
George Mason University
ABSTRACT
Some tests with asymptotically normally distributed test statistics
based on the LAD estimate are discussed and their performances are
compared to the OLS t test with regard to validity and power in a variety
of situations with different sample sizes, designs, and error term
distributions. Permutation tests based on the LAD estimate and the Huber
M-estimate are also described and investigated. While the tests based on
the LAD estimate only represent improvement over the t test in the case of
the Laplace (double exponential) error term distribution (of those that
were considered), the permutation test based on the Huber M-estimate
outperforms the t test for a variety of heavy-tailed error term
distributions. If time permits, some results from research on robust
point estimation will also be discussed.
Friday, November 13, 1998
George W. Johnson Center, Assembly Room E
Refreshments at 10:30 a.m.
Seminar at 10:45 a.m.