Robust estimates for a three-parameter exponential regression model

Joudah Irshayyid, Ahmed; Saleh, Rabab Abdulrida

doi:10.22075/ijnaa.2023.29395.4148

Robust estimates for a three-parameter exponential regression model

Document Type : Research Paper

Authors

Ahmed Joudah Irshayyid

Rabab Abdulrida Saleh

Statistics Department, College of Administration and Economics, University of Baghdad, Iraq

10.22075/ijnaa.2023.29395.4148

Abstract

Exponential regression is one of the most common and widely used models in several fields to estimate the parameters of the exponential regression model using ordinary nonlinear least square but this method is not effective in the presence of outlier values so robust methods were used to treat outlier values in this research exponential regression model are used to estimate the parameters using robust method (Median-of-Means, Forward search, M-Estimation), and the simulation method was used to compare the estimation methods with different sample sizes and assuming four percentages of the outliers of the data (10%, 20%, 30%, 40%). And through the mean square error (MSE) was made to reach the best estimation method for the parameters, where the results obtained using the simulation method showed that the forward search is the best because it gives the lowest mean of error squares.

Keywords

exponential regression model

robust estimates

Median-of-Means

Forward search

Least Absolute Quantile Estimates

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