Hi,
Thanks to Mr June Elijah Simakani, Abrahams, Ian [OCDGB] , Isaac Dialsingh and Tim O'Brien.
Here is a summary of the repies.
Cheers,
Nantana Na Ranong
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The original email:
Dear allstat-members,
I would appreciate if someone could explain (or provide citations) how to find any paper to deal with Least-absolute-deviations (LAD),Huber M-, nonparametric rank-based,robust,Bayesian and ridge regression which has as the mean-squared error (MSE),as w
ll as, a WWW search for these because I would like to compare MSE
estimates in these six methods in my research. Any suggestion ? Thanks
I saw something about these in a book written by David Birkes &Yadolah Dodge , Alternative Methods of Regression (1993) but it was not enough for me.
Many thanks!
Cheers,
Nantana Na Ranong
Lecturer in statistics
Thaksin University, Thailand
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Replies:
Date Mon, 5 Jun 2000 09:13:31 0200
To [log in to unmask]
Author "Mr J Simakani" <[log in to unmask]>
Subject Re: References
Hi!
Take a look at the following:
1.Huynh,H.(1982): A comparison of Four Approaches to Robust
Regression. Psychological Bulletin, vol.92, no.2, pp 505-512.
2. Basset,G., Jr., & Koenker,R.(1978): Asymptotic theory of least
absolute regression. JASA, vol.73, 618-622.
3. Gentle,J.E.(1977): Least Absolute values estimation: An
introduction. Communication in Statistics, vol.B6, 313-328.
Start with no.1 above.
Yours sincerely,
June E. Simakani
**********************************************************************
June Elijah Simakani,MSc, GradDip(Stats), DTE, C.Stat
Department of Statistics
University of Transkei
Private Bag X1, Unitra
Umtata 5117, South Africa
Tel.no: 27(47) 502 2529(work)
27(47) 532 6380(res)
Fax.no: 27(47) 502 2725 or 502 2525
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Date Mon, 5 Jun 2000 11:29:52 0200
To "[log in to unmask]" <[log in to unmask]>
Author "Abrahams, Ian [OCDGB]" <[log in to unmask]>
Subject RE: Alternative Methods of Regression
I would suggest the book
"Introduction to Robust Estimation and Hypothesis testing" by Rand R Wilcox,
Published by Academic Press, 1997
ISBN 0-12-751545-3
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Date Mon, 5 Jun 2000 11:21:08 -0400
To <[log in to unmask]>
Author "Isaac Dialsingh" <[log in to unmask]>
Subject Re: Alternative Methods of Regression
Try Walpole and Myers- Statistics for Engineers
Cheers
Isaac
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