Fauziah Maarof, Lim Fong Peng and Noor Akma Ibrahim
Pertanika Journal of Tropical Agricultural Science, Volume 18, Issue 1, January 2010
Keywords: Bootstrap, R2 MAD, confidence interval, contaminated standard logistic distribution
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This paper investigates the confidence intervals of R2 MAD, the coefficient of determination based on median absolute deviation in the presence of outliers. Bootstrap bias-corrected accelerated (BC a) confidence intervals, known to have higher degree of correctness, are constructed for the mean and standard deviation of R2 MAD for samples generated from contaminated standard logistic distribution. The results indicate that by increasing the sample size and percentage of contaminants in the samples, and perturbing the location and scale of the distribution affect the lengths of the confidence intervals. The results obtained can also be used to verify the bound of R2 MAD.
ISSN 1511-3701
e-ISSN 2231-8542
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