具有可能偏斜误差分布的线性回归模型的鲁棒推理

IF 2.6 2区 数学 Q1 MATHEMATICS, APPLIED Journal of Computational and Applied Mathematics Pub Date : 2025-08-01 Epub Date: 2025-01-11 DOI:10.1016/j.cam.2025.116502
Amarnath Nandy, Ayanendranath Basu, Abhik Ghosh
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引用次数: 0

摘要

传统的线性回归方法通常假设潜在的误差分布,即响应的分布,是正态分布。然而,有时现实生活中的反应数据可能会呈现出一种扭曲的模式,在这种情况下,假设正常并不能给出可靠的结果。这在一些生物医学、行为、社会经济和其他变量的情况下经常观察到。在本文中,我们建议使用歪斜正态分布(SN)类,其中也包括普通正态分布作为其特殊情况,作为线性回归设置中的误差模型,并使用流行的鲁棒最小密度功率散度方法执行后续统计推断,以在可能的数据污染(例如,异常值)存在的情况下获得稳定的见解。我们提供了所提出的回归参数估计量的渐近分布,并对这些参数提出了稳健的wald型显著性检验。我们提供了这些估计量的影响函数分析和检验统计量,并提供了水平和功率影响函数。数值验证包括模拟研究和实际数据分析,以证实所开发的理论。
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Robust inference for linear regression models with possibly skewed error distribution
Traditional methods for linear regression generally assume that the underlying error distribution, equivalently the distribution of the responses, is normal. Yet, sometimes real life response data may exhibit a skewed pattern, and assuming normality would not give reliable results in such cases. This is often observed in cases of some biomedical, behavioral, socio-economic and other variables. In this paper, we propose to use the class of skew normal (SN) distributions, which also includes the ordinary normal distribution as its special case, as the model for the errors in a linear regression setup and perform subsequent statistical inference using the popular and robust minimum density power divergence approach to get stable insights in the presence of possible data contamination (e.g., outliers). We provide the asymptotic distribution of the proposed estimator of the regression parameters and also propose robust Wald-type tests of significance for these parameters. We provide an influence function analysis of these estimators and test statistics, and also provide level and power influence functions. Numerical verification including simulation studies and real data analysis is provided to substantiate the theory developed.
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来源期刊
CiteScore
5.40
自引率
4.20%
发文量
437
审稿时长
3.0 months
期刊介绍: The Journal of Computational and Applied Mathematics publishes original papers of high scientific value in all areas of computational and applied mathematics. The main interest of the Journal is in papers that describe and analyze new computational techniques for solving scientific or engineering problems. Also the improved analysis, including the effectiveness and applicability, of existing methods and algorithms is of importance. The computational efficiency (e.g. the convergence, stability, accuracy, ...) should be proved and illustrated by nontrivial numerical examples. Papers describing only variants of existing methods, without adding significant new computational properties are not of interest. The audience consists of: applied mathematicians, numerical analysts, computational scientists and engineers.
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