Title: The deepest regression method
Authors: Van Aelst, Stefan ×
Rousseeuw, Peter
Hubert, Mia
Struyf, A #
Issue Date: 2002
Publisher: Academic press inc elsevier science
Series Title: Journal of multivariate analysis vol:81 issue:1 pages:138-166
Abstract: Deepest regression (DR) is a method for linear regression introduced by P. J. Rousseeuw and M. Hubert (1999, J. Amer. Statis. Assoc. 94, 388-402). The DR method is defined as the fit with largest regression depth relative to the data. In this paper we show that DR is a robust method, with breakdown value that converges almost surely to 1/3 in any dimension. We construct an approximate algorithm for fast computation of DR in more than two dimensions. From the distribution of the regression depth we derive tests for the true unknown parameters in the linear regression model. Moreover, we construct simultaneous confidence regions based on bootstrapped estimates. We also use the maximal regression depth to construct a test for linearity versus convexity/concavity. We extend regression depth and deepest regression to more general models. We apply DR to polynomial regression and show that the deepest polynomial regression has breakdown value 1/3. Finally, DR is applied to the Michaelis-Menten model of enzyme kinetics, where it resolves a long-standing ambiguity. (C) 2001 Elsevier Science (USA).
ISSN: 0047-259X
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Statistics Section
× corresponding author
# (joint) last author

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