Some Methods of Robust Regression Model

The process of estimating the parameters of regression model is still one of important subjects despite of large number of papers and studies written in this subject which differ in techniques followed in the process of estimation. In the present work, we discuss the classical nonparametric estimation methods, some robust estimation methods "least absolute deviations, M-estimation and trimmed least squares" and two suggested methods "depending upon nonparametric and M-estimation" with the OLS estimation method.

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Assit. Prof. Dr. Nadia Hashim Al-Noor, Ph.D. in Mathematical Statistics, Department of Mathematics, College of Science, AL-Mustansiriyah University, Baghdad, Iraq.