On robust estimation for slope in linear functional relationship model
In this paper, we propose a robust parameter estimation method for the linear functional relationship model. We improved the maximum likelihood estimation using robust estimators and robust correlation coefficients to estimate the slope parameter. The performance of the propose method, MMLE, is comp...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2019
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| Online Access: | http://journalarticle.ukm.my/13073/ http://journalarticle.ukm.my/13073/ http://journalarticle.ukm.my/13073/1/27%20Azuraini%20Mohd%20Arif.pdf |
| Summary: | In this paper, we propose a robust parameter estimation method for the linear functional relationship model. We improved the maximum likelihood estimation using robust estimators and robust correlation coefficients to estimate the slope parameter. The performance of the propose method, MMLE, is compared with the standard maximum likelihood estimation (MLE) and the nonparametric method in terms of mean square error. The results for simulation studies suggested the performance of the MMLE and nonparametric methods gives better estimate than the standard MLE in the presence of outliers. The novelty of the proposed method is that it is not affected by the presence of outliers and is simple to use. To illustrate practical application of the methods, we obtain the estimate of the slope parameter in a study of body-composition techniques for children. |
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