COMPARATIVE STUDY OF SOME ESTIMATORS OF LINEAR REGRESSION MODELS IN THE PRESENCE OF OUTLIERS
Keywords:
Estimation, Estimator, Outliers, Performance, Regression, RobustAbstract
The paper examined the performance of five estimation methods using six different outlier percentages (0%, 5%, 10%, 20%, 30% and 40%) and five different sample sizes (20, 40, 60, 100 and 200) were used to investigate effect of sample size on the performance of each of the estimation methods. The study adopted absolute bias, variances, relative efficiency and root mean square errors as comparison criteria through Monte-Carlo experiment and real life data was used to validate the simulation results. The study found that, under 5%, 10%, 20% and 30% outlying condition Robust-MM is the most preferred estimator across all criteria and sample size except using relative efficiency criterion and when the sample size is 40, 200 and 200 under 5%, 20% and 30% outlying condition and using absolute bias criterion respectively while Robust-LTS is the least preferred estimator except when the sample size is 40, 20 ; 40, 20 ; 20, 200 under 5%, 20% and 30% outliers and using absolute bias, variance and root mean square error respectively. Under 40% outlying condition Robust-MM is the most preferred estimator across all criteria and sample size except using relative efficiency and when the sample size is 20. Furthermore, Robust-MM is the most consistent estimator across the comparison criteria except when using relative efficiency and sample size has little or no effect on the performance of the estimators across all the different outlier levels. R Statistical package was used for the data analysis. This study therefore recommends the used of Robust-MM estimator
Published
How to Cite
Issue
Section
FUDMA Journal of Sciences
How to Cite
Most read articles by the same author(s)
- A. Ibrahim, A. O. Musa , ON THE PERFORMANCE OF SARIMA AND SARIMAX MODEL IN FORECASTING MONTHLY AVERAGE RAINFALL IN KOGI STATE, NIGERIA , FUDMA JOURNAL OF SCIENCES: Vol. 7 No. 6 (2023): FUDMA Journal of Sciences - Vol. 7 No. 6
- A. Ibrahim, U. M. Sani, V. O. Olokojo, FORECASTING CONSUMER PRICE INDEX AND EXCHANGE RATE USING ARIMA MODELS: EMPIRICAL EVIDENCE FROM NIGERIA , FUDMA JOURNAL OF SCIENCES: Vol. 6 No. 6 (2022): FUDMA Journal of Sciences - Vol. 6 No. 6
- MUAZU DANTALA ZAKARI, N. N Sani, A. A. Sabo, N. J. Shanono, D. Mohammed, S. E. Ahmadu, A. Ibrahim, N. M. Nasidi, EFFECT OF MILLET CHAFF AS ORGANIC AMENDMENT ON RICE YIELD IN SODIC SOIL - A CASE STUDY OF THOMAS IRRIGATION SCHEME IN KANO, NIGERIA , FUDMA JOURNAL OF SCIENCES: Vol. 6 No. 1 (2022): FUDMA Journal of Sciences - Vol. 6 No. 1
- I. Lawan, J. A. Falola, A. Ibrahim, A. Mustapha, SPATIAL AND TEMPORAL ANALYSIS OF ROAD TRAFFIC CRASHES ALONG KANO-MAIDUGURI ROAD , FUDMA JOURNAL OF SCIENCES: Vol. 2 No. 4 (2018): FUDMA Journal of Sciences - Vol. 2 No. 4
- M. S. Abubakar, N. M. Nasidi, N. J. Shanono, M. D. Zakari, A. A. Sabo, A. Ibrahim, S. K. Shittu, EFFECT OF BIO-RESIDUES AS HEAVY METAL IMMOBILIZERS IN CUCUMBER AND IRRIGATION WATER AT JAKARA, KANO , FUDMA JOURNAL OF SCIENCES: Vol. 6 No. 5 (2022): FUDMA Journal of Sciences - Vol. 6 No. 5
- M. S. Abubakar, A. B. Yazid, A. A. Sabo, A. Ibrahim, A. U. Aliyu, M. Saleh, EFFECTS OF TEXTILE WASTEWATER PRE-TREATMENT ON LIGNOCELLULOSIC BIOMASS FOR SOLID-STATE ANAEROBIC DIGESTION , FUDMA JOURNAL OF SCIENCES: Vol. 7 No. 1 (2023): FUDMA Journal of Sciences - Vol. 7 No. 1
- A. S. Iliyasu, O. O. Ishaq, A. O. Abduhamid, A. Ibrahim, S. S. Abubakar, U. M. Musa, S. Ahmed, A. Usman, B. M. Abba, A MODIFIED DHILLON DISTRIBUTION: PROPERTIES AND APPLICATION , FUDMA JOURNAL OF SCIENCES: Vol. 8 No. 5 (2024): FUDMA Journal of Sciences - Vol. 8 No. 5
- ThankGod Joshua, Audu Isah, A. Ibrahim, Usman Abdullahi, Mohammed Lawan Danyaro, COMPARATIVE ANALYSIS OF GEOMETRIC BROWNIAN MOTION, ARTIFICIAL NEURAL NETWORK AND NAIVE BAYESIAN TECHNIQUES USING NIGERIA STOCK EXCHANGE DATA , FUDMA JOURNAL OF SCIENCES: Vol. 7 No. 5 (2023): FUDMA Journal of Sciences - Vol. 7 No. 5
- Kabiru Samaila Uthman, A. K. Idiris, A. Ibrahim, A. Tijjani, O. Rapheal, ASSESSMENT OF NUTRITIONAL STATUS OF PEOPLE LIVING WITH HIV/AIDS ON ART DRUG , FUDMA JOURNAL OF SCIENCES: Vol. 9 No. 2 (2025): FUDMA Journal of Sciences - Vol. 9 No. 2
- C. P. Buba, I. J. Dike, S. S. Abdulkadir, E. Torsen, STATISTICAL PROCESS CONTROL OF AUTOCORRELATED DATA EXHIBITING GEOMETRIC BROWNIAN MOTION: ARITHMETIC RETURN MODEL APPROACH , FUDMA JOURNAL OF SCIENCES: Vol. 9 No. 1 (2025): FUDMA Journal of Sciences - Vol. 9 No. 1