Name
Abstract | ||
|---|---|---|
This paper introduces a whole class of estimators (clockwise repeated median estimators or CRM) for the simple regression model that are immune to strategic manipulation by the agents generating the data. We find that some well-known robust estimators proposed in the literature like the resistant line method are included in our family. Finally, we also undertake a Monte Carlo study to compare the distribution of some estimators that are robust to data manipulation with the OLS estimators under different scenarios. |
Year | DOI | Venue |
|---|---|---|
2004 | 10.1016/S0165-4896(03)00085-4 | Mathematical Social Sciences |
Keywords | Field | DocType |
Strategy-proofness,Single-peaked preferences,Robust regression,Data contamination | Econometrics,Lucas critique,M-estimator,Extremum estimator,Economics,Regression analysis,Robust regression,Robust statistics,Simple linear regression,Estimator | Journal |
Volume | Issue | ISSN |
47 | 2 | 0165-4896 |
Citations | PageRank | References |
5 | 0.68 | 0 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Javier Perote | 1 | 6 | 2.05 |
| Juan Perote-Peña | 2 | 18 | 2.58 |