Residual and nonparametric bootstrap for estimating variability of robust regression estimators
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985807%3A_____%2F19%3A00517237" target="_blank" >RIV/67985807:_____/19:00517237 - isvavai.cz</a>
Result on the web
<a href="https://github.com/Veragin/Bootstrap" target="_blank" >https://github.com/Veragin/Bootstrap</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Residual and nonparametric bootstrap for estimating variability of robust regression estimators
Original language description
The software in Matlab allows to compute two types of bootstrap for the least trimmed squares and least weighted squares estimators of parameters in linear regression. Particularly, residual bootstrap and nonparametric bootstrap are computed, which yields estimates of the covariance matrix of the two robust estimators. The method allows to compare the stability of the estimates and reveals to bring arguments in favor of the least weighted squares estimator over a variety of datasets.
Czech name
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Czech description
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Classification
Type
R - Software
CEP classification
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OECD FORD branch
10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
Result continuities
Project
<a href="/en/project/GA19-05704S" target="_blank" >GA19-05704S: FoNeCo: Analytical Foundations of Neurocomputing</a><br>
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2019
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Internal product ID
Bootstrap Residual 1.0
Technical parameters
Kód v Matlabu, spustitelný samostatně podle instrukcí v dokumentaci. Spuštění vyžaduje kód pro výpočet LTS a LWS odhadu. Dostupné pod licencí MIT.
Economical parameters
Software umožňuje uživateli odhadnout varianční matici pro LTS a LWS odhady pomocí reziduálního bootstrapu. Software usnadňuje práci s těmito odhady, protože jiná metoda pro odhad jejich variability není dosud nikde implementovaná.
Owner IČO
67985807
Owner name
Ústav informatiky AV ČR, v. v. i.