摘要
对LAD回归关于响应变量的异常影响较小,而对解释变量的异常较为敏感的问题,给出一种简单方法:把水平方向的偏差转换成垂直方向的偏差来处理。应用结果表明,该方法具有较高的稳健性。
The article about the issue of LAD regression on the response variable is less impact, while the explanatory variables are more sensitibe, presents a simple method： debiation of the horizontal direction into the vertical direction to deal with deviations. Application results show that the method has high robustness.
出处
《黑龙江工程学院学报》
CAS
2010年第3期76-78,80,共4页
Journal of Heilongjiang Institute of Technology
关键词
LAD回归
杠杆点
稳健性
残差
LAD regression
leverage points
stability
residuals
