George Mason University
CSI/Statistics Colloquium Series
Seminar Announcement

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Recent Research in Robust Regression:
Part 2 --- Estimation

Clifton D. Sutton
Amy Gebhard


George Mason University


ABSTRACT We begin with a short description of a variety of robust regression methods. Then we report on the results of an extensive Monte Carlo study to compare the behavior of various estimators for the slope in simple regression models. Various sample sizes, designs, error term distributions, regression methods (including OLS, LAD, M-regression, and LMS) and performance criteria were investigated. Advice will be given about the selection of a regression method and an adaptive estimation scheme will be discussed.

Friday, April 2, 1999
George W. Johnson Center, Assembly Room D
Refreshments at 10:30 a.m.
Seminar at 10:45 a.m.