JMASM 46: Algorithm for Comparison of Robust Regression Methods In Multiple Linear Regression By Weighting Least Square Regression (SAS)

Authors

Mohamad Shafiq, Universiti Sains Malaysia, Kelantan, MalaysiaFollow
Wan Muhamad Amir, Universiti Sains Malaysia, Kelantan, MalaysiaFollow
Nur Syabiha Zafakali, Universiti Sains Malaysia, Kelantan, MalaysiaFollow

Abstract

The aim of this study is to compare different robust regression methods in three main models of multiple linear regression and weighting multiple linear regression. An algorithm for weighting multiple linear regression by standard deviation and variance for combining different robust method is given in SAS along with an application.

DOI

10.22237/jmasm/1509496020

Recommended Citation

Shafiq, M., Amir, W. M., & Zafakali, N. S. (2017). JMASM 46: Algorithm for Comparison of Robust Regression Methods In Multiple Linear Regression By Weighting Least Square Regression (SAS). Journal of Modern Applied Statistical Methods, 16(2), 490-505. doi: 10.22237/jmasm/1509496020