- İstatistikçiler Dergisi:İstatistik ve Aktüerya
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- A genetic algorithm for robust regression in linear models
A genetic algorithm for robust regression in linear models
Authors : Ahmet Toy, Erol Terzi
Pages : 1-15
View : 77 | Download : 33
Publication Date : 2025-06-29
Article Type : Research Paper
Abstract :Outliers negatively affect the parameter estimate. Therefore, observation values can be weighted to minimize the negative impact of outliers on the parameter estimate. In this study, a robust method is proposed in which observation values are weighted with Genetic Algorithm (GA), which can be used both for outlier detection and parameter estimation. The proposed Genetic Algorithm for Robust Regression (GA-RR) method and M-estimators were compared to the root mean square error (RMSE) and mean absolute error (MAE) performance criterion using simulation study. Furthermore, the performance of the methods was evaluated using real data.Keywords : Robust Regresyon, M-Tahminciler, Genetik Algoritma, Aykırı Değer
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