Questions tagged [robust]
Robustness in general refers to a statistic's insensitivity to deviations from its underlying assumptions (Huber and Ronchetti, 2009).
593 questions
2 votes
1 answer
122 views
Examining country-level effects based on individual-level data combined with country-level data
I am new to working with country-level effects in comparative OLS regression with individual-level data. Are there any good resources for this? Suppose my dependent variable is social integration (an ...
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0 votes
0 answers
77 views
Sum of Squares and partial $R^2$ in robust multiple regression
I would like to obtain estimates of the variance explained by each predictor in multiple regression using robust linear regression (for instance with the R function ...
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3 votes
1 answer
111 views
Solving Robust Regression for Weighted Least Squares
I hope that this message finds you well. I am trying to solve a robust regression (Huber M-estimator) with iteratively reweighted least-squares by taking the following steps (as advised by the manual):...
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0 votes
0 answers
56 views
Entropy is the mean of -log(p). Is the mean all that's worth caring about?
Oftentimes, we try to maximize the expected reward. But generally, in control theory, you try to be risk-sensitive, and use more robust methods. For example, maximize the expected reward but give a ...
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2 votes
0 answers
30 views
Hypothesis testing for a weekly seasonal effect in the presence of outliers
Suppose that I have a time series where the mean usually changes smoothly over time, and I want a hypothesis test for whether there is a weekly seasonal pattern to the data. The time series also ...
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8 votes
1 answer
374 views
Does the presence of outliers always mean that robust regression analysis should be used?
I revised my question to be more specific, as suggested by the community. Since my knowledge of statistics is limited, I'm not entirely sure what it means to specialize in this subject—but I'll give ...
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1 vote
0 answers
84 views
Detecting Adversaries in Robust Mean Estimation Without Using Variance?
In robust mean estimation under strong contamination models (e.g., Huber's model or adversarial corruption), variance is often used to assign small weights to suspicious data sources Kane, D. M., ...
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0 answers
58 views
Binary Multi-armed bandit with unbounded time varying choice independent noise
I have $k = |K|$ arms with unknown distribution $\nu_\alpha$ over $[0,1]$ and unknown mean $\mu_\alpha \in [0,1]$ where $\alpha \in K$. The action $A_t \in \{1, \dots, K\}$ is chosen at time $t$ ...
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3 votes
1 answer
165 views
What is the difference between Theil-sen estimator and Repeated median regression?
I am currently learning about robust regression and came across two variants: the Theil–Sen estimator and Repeated Median Regression. However, I got confused when comparing these two algorithms. Both ...
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1 vote
1 answer
80 views
Robustness quantification of pass/failed experiment
I have the following table for two different methods tested in with two different conditions at a pass/failed task, e.g. $4/5$ means the method had succeeded 4 times out of 5 trials. Condition 1 ...
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0 votes
0 answers
78 views
Improving standard mean estimator for small samples
I have a series $X_1,\ldots X_n$ of iid random variables with finite expectation $\mu$, which is to be estimated. The standard estimator is $\frac{X_1+\ldots+X_n}{n}$, but I'd like to be protected ...
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2 votes
3 answers
812 views
How to calculate the slope of a line of best fit that minimizes mean absolute error?
I have 25 data points of the form $(x,y)$ where $x$ is $1,2,3,...,25$ and $y$ is the dependent variable. I need to determine if $y$ values are increasing, decreasing, or staying the same. The method ...
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0 votes
1 answer
90 views
Modelling a skewed response variable
I have a biomarker ratio (amyloid 42/40) and I am having issues modelling it. This is the proportion of a biomarker to another biomarker and it is important in diagnosing dementia. I am using as both ...
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0 votes
0 answers
107 views
Waldtest:Error in modelCompare(objects[[i - 1]], objects[[i]], vfun = vcov0) : nesting of models cannot be determined
I hope that someone can help me with the following problem with Waldtest and robustlmm package. I want to compare two robust regression models. I want to test ...
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3 votes
1 answer
333 views
Intercept significant, but confidence intervals around its standardized β include 0
I ran a HC (‘robust’) regression. The intercept is significant, which is reflected in the confidence intervals around the unstandardized betas. However, the CIs around the standardized β are quite ...
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