scholarly journals Robust Linear Regression Models: Use of a Stable Distribution for the Response Data

2013 ◽  
Vol 03 (06) ◽  
pp. 409-416 ◽  
Author(s):  
Jorge A. Achcar ◽  
Angela Achcar ◽  
Edson Zangiacomi Martinez
Keyword(s):  
Linear Regression ◽  
Regression Models ◽  
Stable Distribution ◽  
Linear Regression Models ◽  
Response Data ◽  
Robust Linear Regression

scholarly journals On the least trimmed squares estimators for JS circular regression model

2021 ◽  
Vol 48 (3) ◽  
Author(s):  
Shokrya Saleh Alshqaq ◽  
Keyword(s):  
Linear Regression ◽  
Regression Model ◽  
Regression Models ◽  
Real Data ◽  
Linear Regression Models ◽  
Least Trimmed Squares ◽  
Leverage Points ◽  
Circular Regression ◽  
Robust Linear Regression

The least trimmed squares (LTS) estimation has been successfully used in the robust linear regression models. This article extends the LTS estimation to the Jammalamadaka and Sarma (JS) circular regression model. The robustness of the proposed estimator is studied and the used algorithm for computation is discussed. Simulation studied, and real data show that the proposed robust circular estimator effectively fits JS circular models in the presence of vertical outliers and leverage points.

scholarly journals Linear and Non-Linear Regression Models Assuming a Stable Distribution

2016 ◽  
Vol 39 (1) ◽  
pp. 109-128 ◽  
Author(s):  
Jorge A. Achcar ◽  
Sílvia R. C. Lopes
Keyword(s):  
Probability Density Function ◽  
Linear Regression ◽  
Posterior Distribution ◽  
Regression Models ◽  
Stable Distribution ◽  
Random Variable ◽  
Stable Distributions ◽  
Linear Regression Models ◽  
Non Linear ◽  
Computational Aspects

<p>In this paper, we present some computational aspects for a Bayesian analysis involving stable distributions. It is well known that, in general, there is no closed form for the probability density function of a stable distribution. However, the use of a latent or auxiliary random variable facilitates obtaining any posterior distribution when related to stable distributions. To show the usefulness of the computational aspects, the methodology is applied to linear and non-linear regression models. Posterior summaries of interest are obtained using the OpenBUGS software.</p>

FAKTOR DETERMINAN PENYALURAN KREDIT BANK PERSERO

2018 ◽  
Vol 23 (1) ◽  
pp. 60-71
Author(s):  
Wigiyanti Masodah
Keyword(s):  
Interest Rate ◽  
Linear Regression ◽  
Interest Rates ◽  
Regression Models ◽  
Linear Regression Models ◽  
Negative Impacts ◽  
Main Activity ◽  
The Impact ◽  
The Given ◽  
Multiple Linear Regression Models

Offering credit is the main activity of a Bank. There are some considerations when a bank offers credit, that includes Interest Rates, Inflation, and NPL. This study aims to find out the impact of Variable Interest Rates, Inflation variables and NPL variables on credit disbursed. The object in this study is state-owned banks. The method of analysis in this study uses multiple linear regression models. The results of the study have shown that Interest Rates and NPL gave some negative impacts on the given credit. Meanwhile, Inflation variable does not have a significant effect on credit given. Keywords: Interest Rate, Inflation, NPL, offered Credit.

Linear Regression Models for Interval-Valued Data using Log-transformation

2020 ◽  
Author(s):  
Nykolas Mayko Maia Barbosa ◽  
João Paulo Pordeus Gomes ◽  
César Lincoln Cavalcante Mattos ◽  
Diêgo Farias Oliveira
Keyword(s):  
Linear Regression ◽  
Regression Models ◽  
Linear Regression Models ◽  
Log Transformation ◽  
Interval Valued

THE PREDICTIVE CONTENT OF DISAGGREGATED NORMAL INCOME: An Empirical Study in the JSX

2003 ◽  
Vol 5 (3) ◽  
pp. 363 ◽  
Author(s):  
Slamet Sugiri
Keyword(s):  
Linear Regression ◽  
Regression Models ◽  
Stock Exchange ◽  
Manufacturing Firms ◽  
Single Step ◽  
Model Parameters ◽  
Linear Regression Models ◽  
Operating Income ◽  
Predictive Content ◽  
Multiple Step

The main objective of this study is to examine a hypothesis that the predictive content of normal income disaggregated into operating income and nonoperating income outperforms that of aggregated normal income in predicting future cash flow. To test the hypothesis, linear regression models are developed. The model parameters are estimated based on fifty-five manufacturing firms listed in the Jakarta Stock Exchange (JSX) up to the end of 1997.This study finds that empirical evidence supports the hypothesis. This evidence supports arguments that, in reporting income from continuing operations, multiple-step approach is preferred to single-step one.

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