Statistical Matching Techniques Using the Robust Regression Model

被引：0
|
作者：
Jhun, Myoungshic [1 ]
Jung, Ji Song [2 ]
Park, Hye Jin [1 ]
机构：
[1] Korea Univ, Dept Stat, Seoul 136701, South Korea
[2] MIRAEASSET Secur Co Ltd, Seoul 150711, South Korea
来源：
KOREAN JOURNAL OF APPLIED STATISTICS | 2008年 / 21卷 / 06期
关键词：
Statistical matching method; robust regression model; correlation; coefficient of determination;
D O I：
10.5351/KJAS.2008.21.6.981
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Statistical matching techniques whose aim is to achieve a complete data file from different sources. Since the statistical matching method proposed by Rubin (1986) assumes the multivariate normality for data, using this method to data which violates the assumption would involve some problems. This research proposed the statistical matching method using robust regression as an alternative to the linear regression. Furthermore, we carried out a simulation study to compare the performance of the robust regression model and the linear regression model for the statistical matching.
引用
收藏
页码：981 / 996
页数：16
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