Anon

(Dana P.) #1

Robust Regressions 163


TABLE 8.1 (Continued)


Issue



Leverage
Point

Issue
#

Leverage
Point

Issue
#

Leverage
Point

Issue
#

Leverage
Point
121 0.015754 141 0.157105 161 0.025706 181 0.041400
122 0.020207 142 0.020563 162 0.014594 182 0.013532
123 0.023941 143 0.018518 163 0.014276 183 0.011638
124 0.033133 144 0.016334 164 0.018527 184 0.015537
125 0.021344 145 0.016663 165 0.008675 185 0.009148
126 0.007491 146 0.018707 166 0.020882 186 0.008451
127 0.009683 147 0.011602 167 0.012834 187 0.020417
128 0.011631 148 0.016474 168 0.062460 188 0.023978
129 0.008184 149 0.054354 169 0.031092 189 0.023629
130 0.067155 150 0.020168 170 0.012731 190 0.018335
131 0.015243 151 0.019845 171 0.010213 191 0.012962
132 0.009928 152 0.014368 172 0.015083 192 0.025442
133 0.020009 153 0.008312 173 0.010233 193 0.034161
134 0.015243 154 0.010802 174 0.014593 194 0.026897
135 0.014425 155 0.010850 175 0.019872 195 0.014917
136 0.010076 156 0.011566 176 0.011204 196 0.037224
137 0.013824 157 0.012781 177 0.010866 197 0.019013
138 0.013863 158 0.013124 178 0.010313 198 0.022461
139 0.014560 159 0.017243 179 0.008397 199 0.015419
140 0.032351 160 0.011670 180 0.012101 200 0.012067

Leverage Point: In robust regressions, signals that the corresponding observations
might have a decisive influence on the estimation of the regression parameters.


TABLE 8.2 Robust Estimates of Parameters Using
Huber and Tukey Weighting Functions
Coefficient Huber Tu key
β 0 157.0116 157.0138
β 1 61.2781 61.2776
β 2 –13.2054 –13.2052
β 3 –90.8871 –90.8871
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