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Robust errors-in-variables linear regression via Laplace distribution |
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| Affiliation: | 1. Toulouse Mathematics Institute, University of Toulouse, 118 route de Narbonne, Toulouse 31062, France;2. DYNAFOR, INRA & INP Toulouse, Chemin de Borde Rouge, 31326 Castanet Tolosan, France;1. Department of Biostatistics, Johns Hopkins University, USA;2. Department of Statistics, North Carolina State University, Raleigh, NC, USA |
| Abstract: | Robust estimation procedures for linear and mixture linear errors-in-variables regression models are proposed based on the relationship between the least absolute deviation criterion and maximum likelihood estimation in a Laplace distribution. The finite sample performance of the proposed procedures is evaluated by simulation studies. |
| Keywords: | Least absolute deviation EM algorithm Mixture regression model Normal mixture Laplace distribution |
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