<p>In the regression analysis, ordinary least squares techniques are commonly used. However, the data’s outcomes will be untrustworthy if there is an outlier in them. In order to deal with the outlier problem, various robust regression methods such as LTS, LMS, LAD, Huber-M, Hample-M, Tukey-M, and Huber-MM have been frequently presented as alternatives to OLS for a long time. In this article, primarily modified exponential ratio-type estimators based on OLS techniques are suggested. After that, robust regression method estimators are proposed, which is a useful strategy. The application of robust regression methods enhanced the efficiency of the estimators, especially for outliers in the data. The MSE equations of the various estimators are computed and compared to OLS approaches. Numerical illustration and simulation studies are performed on R program software to support our theoretical findings.</p>

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Assessing the Performance of Regression-Based Exponential Estimators in the Presence of Outliers: A Simulation Study

  • Vinay Kumar Yadav,
  • Shakti Prasad

摘要

In the regression analysis, ordinary least squares techniques are commonly used. However, the data’s outcomes will be untrustworthy if there is an outlier in them. In order to deal with the outlier problem, various robust regression methods such as LTS, LMS, LAD, Huber-M, Hample-M, Tukey-M, and Huber-MM have been frequently presented as alternatives to OLS for a long time. In this article, primarily modified exponential ratio-type estimators based on OLS techniques are suggested. After that, robust regression method estimators are proposed, which is a useful strategy. The application of robust regression methods enhanced the efficiency of the estimators, especially for outliers in the data. The MSE equations of the various estimators are computed and compared to OLS approaches. Numerical illustration and simulation studies are performed on R program software to support our theoretical findings.