Probability and Statistics Seminar   RSS

30/10/2002, 10:00 — 11:00 — Room P3.10, Mathematics Building
, Vienna University of Technology

Robust Estimation of the Parameters in the FANOVA Model

We present a robust approach for fitting models with both additive and multiplicative effects of two-way tables. The method is an extension of the median polish technique and uses a robust alternating regression algorithm. The approach is highly robust, and also works well when there are more variables than observations. The model can be simplified to a purely additive or multiplicative model, the latter allows to construct a robust biplot being not predetermined by outliers. The performance of the method will be illustrated by real and artificial examples.