On robust estimation for slope in linear functional relationship model

In this paper, we propose a robust parameter estimation method for the linear functional relationship model. We improved the maximum likelihood estimation using robust estimators and robust correlation coefficients to estimate the slope parameter. The performance of the propose method, MMLE, is comp...

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Main Authors:	Azuraini Mohd Arif, Yong Zulina Zubairi, Abdul Ghapor Hussin
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2019
Online Access:	http://journalarticle.ukm.my/13073/ http://journalarticle.ukm.my/13073/ http://journalarticle.ukm.my/13073/1/27%20Azuraini%20Mohd%20Arif.pdf

id	ukm-13073
recordtype	eprints
spelling	ukm-130732019-06-20T14:57:01Z http://journalarticle.ukm.my/13073/ On robust estimation for slope in linear functional relationship model Azuraini Mohd Arif, Yong Zulina Zubairi, Abdul Ghapor Hussin, In this paper, we propose a robust parameter estimation method for the linear functional relationship model. We improved the maximum likelihood estimation using robust estimators and robust correlation coefficients to estimate the slope parameter. The performance of the propose method, MMLE, is compared with the standard maximum likelihood estimation (MLE) and the nonparametric method in terms of mean square error. The results for simulation studies suggested the performance of the MMLE and nonparametric methods gives better estimate than the standard MLE in the presence of outliers. The novelty of the proposed method is that it is not affected by the presence of outliers and is simple to use. To illustrate practical application of the methods, we obtain the estimate of the slope parameter in a study of body-composition techniques for children. Penerbit Universiti Kebangsaan Malaysia 2019-01 Article PeerReviewed application/pdf en http://journalarticle.ukm.my/13073/1/27%20Azuraini%20Mohd%20Arif.pdf Azuraini Mohd Arif, and Yong Zulina Zubairi, and Abdul Ghapor Hussin, (2019) On robust estimation for slope in linear functional relationship model. Sains Malaysiana, 48 (1). pp. 237-242. ISSN 0126-6039 http://www.ukm.my/jsm/malay_journals/jilid48bil1_2019/KandunganJilid48Bil1_2019.html
repository_type	Digital Repository
institution_category	Local University
institution	Universiti Kebangasaan Malaysia
building	UKM Institutional Repository
collection	Online Access
language	English
description	In this paper, we propose a robust parameter estimation method for the linear functional relationship model. We improved the maximum likelihood estimation using robust estimators and robust correlation coefficients to estimate the slope parameter. The performance of the propose method, MMLE, is compared with the standard maximum likelihood estimation (MLE) and the nonparametric method in terms of mean square error. The results for simulation studies suggested the performance of the MMLE and nonparametric methods gives better estimate than the standard MLE in the presence of outliers. The novelty of the proposed method is that it is not affected by the presence of outliers and is simple to use. To illustrate practical application of the methods, we obtain the estimate of the slope parameter in a study of body-composition techniques for children.
format	Article
author	Azuraini Mohd Arif, Yong Zulina Zubairi, Abdul Ghapor Hussin,
spellingShingle	Azuraini Mohd Arif, Yong Zulina Zubairi, Abdul Ghapor Hussin, On robust estimation for slope in linear functional relationship model
author_facet	Azuraini Mohd Arif, Yong Zulina Zubairi, Abdul Ghapor Hussin,
author_sort	Azuraini Mohd Arif,
title	On robust estimation for slope in linear functional relationship model
title_short	On robust estimation for slope in linear functional relationship model
title_full	On robust estimation for slope in linear functional relationship model
title_fullStr	On robust estimation for slope in linear functional relationship model
title_full_unstemmed	On robust estimation for slope in linear functional relationship model
title_sort	on robust estimation for slope in linear functional relationship model
publisher	Penerbit Universiti Kebangsaan Malaysia
publishDate	2019
url	http://journalarticle.ukm.my/13073/ http://journalarticle.ukm.my/13073/ http://journalarticle.ukm.my/13073/1/27%20Azuraini%20Mohd%20Arif.pdf
first_indexed	2023-09-18T20:04:02Z
last_indexed	2023-09-18T20:04:02Z
_version_	1777407038477828096

On robust estimation for slope in linear functional relationship model

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