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On Robust Alternatives to the Maximum Likelihood Estimators of a Linear Functional Relationship

Mokhtar B. Abdullah

Pertanika Journal of Tropical Agricultural Science, Volume 12, Issue 1, April 1989

Keywords: Outlier; linear functional relationship; Theil's estimators; Ll-norm estimator.

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This paper discusses a number of candidates for robust estimators of a simple linear functional relationship (SLFR), The classical maximum likelihood estimators of the SLFR can be affected fry the presence of possible outliers. This is due to the fact that they are mean-based estimators. Some median-based estimators, of the SIFR are examined. Among those considered Theil-type estimators and the modified Ll-norm estimator are found to be most robust (i.e insensitive to the outliers).

ISSN 1511-3701

e-ISSN 2231-8542

Article ID

PERT-0534-1989

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