least trimmed squares

Outlier detection in regression: conic quadratic formulations

  • Andrés Gómez
  • José Neto
    • Categories (Mixed) Integer Nonlinear Programming, Statistics Tags , , ,

    In many applications, when building linear regression models, it is important to account for the presence of outliers, i.e., corrupted input data points. Such problems can be formulated as mixed-integer optimization problems involving cubic terms, each given by the product of a binary variable and a quadratic term of the continuous variables. Existing approaches in … Read more

    A Penalized Trimmed Squares Method for Deleting Outliers in Robust Regression

  • Antonis Avramidis
  • Leonidas S. Pitsoulis
  • George Zioutas
    • Categories Statistics Tags , , , ,

    We consider the problem of identifying multiple outliers in linear regression models. In robust regression the unusual observations should be removed from the sample in order to obtain better fitting for the rest of the observations. Based on the LTS estimate, we propose a penalized trimmed square estimator PTS, where penalty costs for discarding outliers … Read more