A new approach called Weighted Least Squares Ratio (WLSR) Method to M-estimators
Abstract
Regression Analysis (RA) is an important statistical tool that is applied in most sciences. The Ordinary Least Squares (OLS) is a tradition method in RA and there are many regression techniques based on OLS. The Weighted Least Squares (WLS) method is iteratively used in M-estimators. The Least Squares Ratio (LSR) method in RA gives better results than OLS, especially in case of the presence of outliers. This paper includes a new approach to M-estimators, called Weighted Least Squares Ratio (WLSR), and comparison of WLS and WLSR according to mean absolute errors of estimation of the regression parameters (mae ß) and dependent value (mae y).
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