Fixed point clusters for linear regression: computation and comparison

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Autor/in:
Erscheinungsjahr:
2002
Medientyp:
Text
Schlagworte:
  • Clusterwise linear regression
  • Gaussian mixtures with noise
  • Mixture model
  • Outlier identification
  • Robust regression
  • Switching regression
Beschreibung:
  • A subset of a regression dataset, i.e., consisting of an independent variable and one or more regressors, is called regression Fixed Point Cluster (FPC) if it reproduces itself under the following procedure: Its linear regression and variance estimators are computed, all points too far from the regression hyperplane are declared as outliers, and the subset under consideration is exactly the set of non-outliers w.r.t. itself. In this paper an algorithm is developed, which aims to find all FPCs of a dataset corresponding to well separated linear regression subpopulations. Its ability to find such subpopulations under the occurrence of outliers is compared to methods based on ML-estimation of mixture models by means of a simulation study. Furthermore, FPC analysis is applied to a real dataset.
Lizenz:
  • info:eu-repo/semantics/closedAccess
Quellsystem:
Forschungsinformationssystem der UHH

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oai:www.edit.fis.uni-hamburg.de:publications/1f3c9ae6-5fdb-4c57-aca8-b118083e6277