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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Main Author:	Habshah Mid
Format:	Article
Published:	Universiti Kebangsaan Malaysia 2000
Online Access:	http://journalarticle.ukm.my/3785/ http://www.ukm.my/jsm/english_journals/vol29_2000/vol29_00page103-118.html
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Institution:	Universiti Kebangsaan Malaysia

id	my-ukm.journal.3785
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
institution	Universiti Kebangsaan Malaysia
building	Perpustakaan Tun Sri Lanang Library
collection	Institutional Repository
continent	Asia
country	Malaysia
content_provider	Universiti Kebangsaan Malaysia
content_source	UKM Journal Article Repository
url_provider	http://journalarticle.ukm.my/
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
author	Habshah Mid,
spellingShingle	Habshah Mid, Heteroscedastic nonlinear regression by using Tanh Psi function
author_facet	Habshah Mid,
author_sort	Habshah Mid,
title	Heteroscedastic nonlinear regression by using Tanh Psi function
title_short	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_sort	heteroscedastic nonlinear regression by using tanh psi function
publisher	Universiti Kebangsaan Malaysia
publishDate	2000
url	http://journalarticle.ukm.my/3785/ http://www.ukm.my/jsm/english_journals/vol29_2000/vol29_00page103-118.html
_version_	1643735851354554368

Heteroscedastic nonlinear regression by using Tanh Psi function

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