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Heteroscedastic nonlinear regression by using Tanh psi function


Citation

Midi, Habshah (2000) Heteroscedastic nonlinear regression by using Tanh psi function. Sains Malaysiana, 29. pp. 103-118. ISSN 0126-6039

Abstract / Synopsis

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.


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Additional Metadata

Item Type: Article
Divisions: Universiti Putra Malaysia
Publisher: Penerbit Universiti Kebangsaan Malaysia
Keywords: Heteroscedastic nonlinear regression; Tanh psi
Depositing User: Nabilah Mustapa
Date Deposited: 02 Feb 2016 12:09
Last Modified: 02 Feb 2016 12:09
URI: http://psasir.upm.edu.my/id/eprint/22559
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