Heteroscedastic nonlinear regression by using Tanh Psi function
This article is concerned with the extension of heteroscedastic nonlinear regression estimation by using Tanh Psi function. The robustness properties of the Tanh's and Hampel's Weighted MM (WMM) estimators were investigated. In our simulation study, it has been shown that the biases and R...
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Universiti Kebangsaan Malaysia
2000
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| Online Access: | http://journalarticle.ukm.my/3785/ http://www.ukm.my/jsm/english_journals/vol29_2000/vol29_00page103-118.html |
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| _version_ | 1831354980412424192 |
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| author | Habshah Mid, |
| author_facet | Habshah Mid, |
| author_sort | Habshah Mid, |
| building | Tun Sri Lanang Library |
| collection | Institutional Repository |
| content_provider | Universiti Kebangsaan Malaysia |
| content_source | UKM Journal Article Repository |
| continent | Asia |
| country | Malaysia |
| description | This article is concerned with the extension of heteroscedastic nonlinear regression estimation by using Tanh Psi function. The robustness properties of the Tanh's and Hampel's Weighted MM (WMM) estimators were investigated. In our simulation study, it has been shown that the biases and RMSE'S of the Hampel's estimates increase appreciably higher than the Tanh's estimates as the percentage of outliers increases. Hence, by utilising the Tanh's rho function in the WMM estimator, the accuracy and the efficiency of the estimates can be improved substantially. |
| format | Article |
| id | my-ukm.journal-3785 |
| institution | Universiti Kebangsaan Malaysia |
| publishDate | 2000 |
| publisher | Universiti Kebangsaan Malaysia |
| record_format | eprints |
| spelling | my-ukm.journal-37852012-03-20T02:09:58Z http://journalarticle.ukm.my/3785/ Heteroscedastic nonlinear regression by using Tanh Psi function Habshah Mid, This article is concerned with the extension of heteroscedastic nonlinear regression estimation by using Tanh Psi function. The robustness properties of the Tanh's and Hampel's Weighted MM (WMM) estimators were investigated. In our simulation study, it has been shown that the biases and RMSE'S of the Hampel's estimates increase appreciably higher than the Tanh's estimates as the percentage of outliers increases. Hence, by utilising the Tanh's rho function in the WMM estimator, the accuracy and the efficiency of the estimates can be improved substantially. Universiti Kebangsaan Malaysia 2000 Article PeerReviewed Habshah Mid, (2000) Heteroscedastic nonlinear regression by using Tanh Psi function. Sains Malaysiana, 29 . pp. 103-118. ISSN 0126-6039 http://www.ukm.my/jsm/english_journals/vol29_2000/vol29_00page103-118.html |
| spellingShingle | Habshah Mid, Heteroscedastic nonlinear regression by using Tanh Psi function |
| title | Heteroscedastic nonlinear regression by using Tanh Psi function |
| title_full | Heteroscedastic nonlinear regression by using Tanh Psi function |
| title_fullStr | Heteroscedastic nonlinear regression by using Tanh Psi function |
| title_full_unstemmed | Heteroscedastic nonlinear regression by using Tanh Psi function |
| title_short | Heteroscedastic nonlinear regression by using Tanh Psi function |
| title_sort | heteroscedastic nonlinear regression by using tanh psi function |
| url | http://journalarticle.ukm.my/3785/ http://www.ukm.my/jsm/english_journals/vol29_2000/vol29_00page103-118.html |
| url_provider | http://journalarticle.ukm.my/ |