Robust regression estimation and variable selection when cellwise and casewise outliers are present

Arslan, Olcay; Toka, Onur; Cetin, Meral

doi:10.15672/hujms.734212

Robust regression estimation and variable selection when cellwise and casewise outliers are present

Onur Toka, (Hacettepe Üniversitesi, Fen Fakültesi, İstatistik Bölümü, Ankara, Türkiye)

Meral Çetin, (Hacettepe Üniversitesi, Fen Fakültesi, İstatistik Bölümü, Ankara, Türkiye)

Olcay Arslan (Ankara Üniversitesi, Fen Fakültesi, İstatistik Bölümü, Ankara, Türkiye)

Hacettepe Journal of Mathematics and Statistics

2 0

Yıl: 2021 Cilt: 50 Sayı: 1 Sayfa Aralığı: 289 - 303 Metin Dili: İngilizce DOI: 10.15672/hujms.734212 İndeks Tarihi: 29-07-2022

Robust regression estimation and variable selection when cellwise and casewise outliers are present

Öz:

Two main issues regarding a regression analysisareestimation and variable selectionin presence of outliers.Popular robust regression estimation methods are combinedwith variable selection methodsto simultaneously achieverobust estimation and variable selection. However, recent works showed that the robustestimation methods used in those estimation and variable selection proceduresare only resistant to the casewise (rowwise)outliers in the data. Therefore, since these robust variable selection methods may not be able to cope withcellwise outliers in the data, some extra care should be taken when cellwise outliers are present along with the casewise outliers. In this study, we proposed a robust estimation and variable selection method to deal with both cellwise and casewise outliers in the data. The proposed method has three steps. In the first step, cellwise outliers were identified, deleted and marked with NA signin each explanatory variable. In the second step, the cells with NA signs were imputed using a robust imputation method. In the last step, robust regression estimation methods were combined with the variable selection method LASSO (Least Angle Solution and Selection Operator) toestimate the regression parameters and to select remarkable explanatory variables. The simulation results and real data example revealed that the proposed estimation and variable selection procedure perform well in the presence of cellwise and casewise outliers.

Anahtar Kelime: Robust Variable Selection LASSO Cellwise Outlier Outliers

Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık

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APA	Toka O, Cetin M, Arslan O (2021). Robust regression estimation and variable selection when cellwise and casewise outliers are present. , 289 - 303. 10.15672/hujms.734212
Chicago	Toka Onur,Cetin Meral,Arslan Olcay Robust regression estimation and variable selection when cellwise and casewise outliers are present. (2021): 289 - 303. 10.15672/hujms.734212
MLA	Toka Onur,Cetin Meral,Arslan Olcay Robust regression estimation and variable selection when cellwise and casewise outliers are present. , 2021, ss.289 - 303. 10.15672/hujms.734212
AMA	Toka O,Cetin M,Arslan O Robust regression estimation and variable selection when cellwise and casewise outliers are present. . 2021; 289 - 303. 10.15672/hujms.734212
Vancouver	Toka O,Cetin M,Arslan O Robust regression estimation and variable selection when cellwise and casewise outliers are present. . 2021; 289 - 303. 10.15672/hujms.734212
IEEE	Toka O,Cetin M,Arslan O "Robust regression estimation and variable selection when cellwise and casewise outliers are present." , ss.289 - 303, 2021. 10.15672/hujms.734212
ISNAD	Toka, Onur vd. "Robust regression estimation and variable selection when cellwise and casewise outliers are present". (2021), 289-303. https://doi.org/10.15672/hujms.734212

APA	Toka O, Cetin M, Arslan O (2021). Robust regression estimation and variable selection when cellwise and casewise outliers are present. Hacettepe Journal of Mathematics and Statistics, 50(1), 289 - 303. 10.15672/hujms.734212
Chicago	Toka Onur,Cetin Meral,Arslan Olcay Robust regression estimation and variable selection when cellwise and casewise outliers are present. Hacettepe Journal of Mathematics and Statistics 50, no.1 (2021): 289 - 303. 10.15672/hujms.734212
MLA	Toka Onur,Cetin Meral,Arslan Olcay Robust regression estimation and variable selection when cellwise and casewise outliers are present. Hacettepe Journal of Mathematics and Statistics, vol.50, no.1, 2021, ss.289 - 303. 10.15672/hujms.734212
AMA	Toka O,Cetin M,Arslan O Robust regression estimation and variable selection when cellwise and casewise outliers are present. Hacettepe Journal of Mathematics and Statistics. 2021; 50(1): 289 - 303. 10.15672/hujms.734212
Vancouver	Toka O,Cetin M,Arslan O Robust regression estimation and variable selection when cellwise and casewise outliers are present. Hacettepe Journal of Mathematics and Statistics. 2021; 50(1): 289 - 303. 10.15672/hujms.734212
IEEE	Toka O,Cetin M,Arslan O "Robust regression estimation and variable selection when cellwise and casewise outliers are present." Hacettepe Journal of Mathematics and Statistics, 50, ss.289 - 303, 2021. 10.15672/hujms.734212
ISNAD	Toka, Onur vd. "Robust regression estimation and variable selection when cellwise and casewise outliers are present". Hacettepe Journal of Mathematics and Statistics 50/1 (2021), 289-303. https://doi.org/10.15672/hujms.734212