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Bootstrapping the confidence intervals of R2MAD for samples from contaminated standard logistic distribution

This paper investigates the confidence intervals of R2MAD, the coefficient of determination based on median absolute deviation in the presence of outliers. Bootstrap bias-corrected accelerated (BCa) confidence intervals, known to have higher degree of correctness, are constructed for the mean and st...

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Main Authors: Maarof, Fauziah, Lim, Fong Peng, Ibrahim, Noor Akma
Format: Article
Language:English
Published: Universiti Putra Malaysia Press 2010
Online Access:http://psasir.upm.edu.my/id/eprint/13443/1/Bootstrapping%20the%20Confidence%20Intervals%20of%20R.pdf
http://psasir.upm.edu.my/id/eprint/13443/
http://www.pertanika.upm.edu.my/Pertanika%20PAPERS/JST%20Vol.%2018%20%281%29%20Jan.%202010/22%20Pg%20209-221.pdf
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spelling my.upm.eprints.134432015-11-23T00:43:27Z http://psasir.upm.edu.my/id/eprint/13443/ Bootstrapping the confidence intervals of R2MAD for samples from contaminated standard logistic distribution Maarof, Fauziah Lim, Fong Peng Ibrahim, Noor Akma This paper investigates the confidence intervals of R2MAD, the coefficient of determination based on median absolute deviation in the presence of outliers. Bootstrap bias-corrected accelerated (BCa) confidence intervals, known to have higher degree of correctness, are constructed for the mean and standard deviation of R2MAD for samples generated from contaminated standard logistic distribution. The results indicate that by increasing the sample size and percentage of contaminants in the samples, and perturbing the location and scale of the distribution affect the lengths of the confidence intervals. The results obtained can also be used to verify the bound of R2MAD. Universiti Putra Malaysia Press 2010-01 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/13443/1/Bootstrapping%20the%20Confidence%20Intervals%20of%20R.pdf Maarof, Fauziah and Lim, Fong Peng and Ibrahim, Noor Akma (2010) Bootstrapping the confidence intervals of R2MAD for samples from contaminated standard logistic distribution. Pertanika Journal of Science & Technology, 18 (1). pp. 209-221. ISSN 0128-7680; ESSN: 2231-8526 http://www.pertanika.upm.edu.my/Pertanika%20PAPERS/JST%20Vol.%2018%20%281%29%20Jan.%202010/22%20Pg%20209-221.pdf
institution Universiti Putra Malaysia
building UPM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Putra Malaysia
content_source UPM Institutional Repository
url_provider http://psasir.upm.edu.my/
language English
description This paper investigates the confidence intervals of R2MAD, the coefficient of determination based on median absolute deviation in the presence of outliers. Bootstrap bias-corrected accelerated (BCa) confidence intervals, known to have higher degree of correctness, are constructed for the mean and standard deviation of R2MAD for samples generated from contaminated standard logistic distribution. The results indicate that by increasing the sample size and percentage of contaminants in the samples, and perturbing the location and scale of the distribution affect the lengths of the confidence intervals. The results obtained can also be used to verify the bound of R2MAD.
format Article
author Maarof, Fauziah
Lim, Fong Peng
Ibrahim, Noor Akma
spellingShingle Maarof, Fauziah
Lim, Fong Peng
Ibrahim, Noor Akma
Bootstrapping the confidence intervals of R2MAD for samples from contaminated standard logistic distribution
author_facet Maarof, Fauziah
Lim, Fong Peng
Ibrahim, Noor Akma
author_sort Maarof, Fauziah
title Bootstrapping the confidence intervals of R2MAD for samples from contaminated standard logistic distribution
title_short Bootstrapping the confidence intervals of R2MAD for samples from contaminated standard logistic distribution
title_full Bootstrapping the confidence intervals of R2MAD for samples from contaminated standard logistic distribution
title_fullStr Bootstrapping the confidence intervals of R2MAD for samples from contaminated standard logistic distribution
title_full_unstemmed Bootstrapping the confidence intervals of R2MAD for samples from contaminated standard logistic distribution
title_sort bootstrapping the confidence intervals of r2mad for samples from contaminated standard logistic distribution
publisher Universiti Putra Malaysia Press
publishDate 2010
url http://psasir.upm.edu.my/id/eprint/13443/1/Bootstrapping%20the%20Confidence%20Intervals%20of%20R.pdf
http://psasir.upm.edu.my/id/eprint/13443/
http://www.pertanika.upm.edu.my/Pertanika%20PAPERS/JST%20Vol.%2018%20%281%29%20Jan.%202010/22%20Pg%20209-221.pdf
_version_ 1643825333012529152
score 13.211869

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