Abstract
Trimmed elemental regression is robust to outliers and violations of model assumptions. Its properties and statistical inference were evaluated using bias-corrected and accelerated bootstrap confidence intervals. An R package named TEEReg is developed to compute the trimmed elemental estimates and the corresponding bootstrap confidence intervals. Two examples are provided to demonstrate its usage.
DOI
10.22237/jmasm/1493598780
Recommended Citation
Jiang, W. & Mayo, M. S. (2017). JMASM43: TEEReg: Trimmed Elemental Estimation (R). Journal of Modern Applied Statistical Methods, 16(1), 613-629. doi: 10.22237/jmasm/1493598780
Included in
Applied Statistics Commons, Social and Behavioral Sciences Commons, Statistical Theory Commons
