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Original Articles

A General Class of Estimators for the Linear Regression Model Affected by Collinearity and Outliers

Pages 981-993
Received 12 Aug 2009
Accepted 11 Feb 2010
Published online: 10 May 2010
 
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In this article, a general class of estimators for the linear regression model affected by outliers and collinearity is introduced and studied in some detail. This class of estimators combines the theory of light, maximum entropy, and robust regression techniques. Our theoretical findings are illustrated through a Monte Carlo simulation study.

Keywords: CollinearityLinear regressionMaximum entropyOutliersRobust regression
Mathematics Subject Classification: 94A1762J05

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