The performance of M-based Generalized Linear Model (GLM) procedures based on the coverage probability

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Citation (Scopus)

Abstract

In designed experiments, we often encountered non-normal response variables. The data transformations (Transf) approached are frequently employed to deal with these problems. One has to realize that analyzing such data based on transformations posed many drawbacks. A better approach in dealing with these problems is by using the Generalized Linear Model (GLM). The problem becomes more complicated when there existed outlier in the data set. As an alternative, we may turn to robust (M- based) Generalized Linear Model (GLM) technique, which is less affected by outlier. In this paper we investigate the performance of the M-based GLM by doing the Monte Carlo simulation and its performance is compared to the Transf. and the GLM techniques. The empirical evidence shows that the M-based GLM is slightly better than the GLM and the Transf. approach in a well-behaved data. However, when contamination occurs in the data, its performance is remarkably robust with respect to outlier and non-normal responses.

Original languageEnglish
Title of host publication2009 World Congress on Nature and Biologically Inspired Computing, NABIC 2009 - Proceedings
Pages596-599
Number of pages4
DOIs
Publication statusPublished - 2009
Event2009 World Congress on Nature and Biologically Inspired Computing, NABIC 2009 - Coimbatore
Duration: 9 Dec 200911 Dec 2009

Other

Other2009 World Congress on Nature and Biologically Inspired Computing, NABIC 2009
CityCoimbatore
Period9/12/0911/12/09

Fingerprint

Contamination
Experiments
Monte Carlo simulation

Keywords

  • Generalized linear model
  • M-estimator
  • Quasi-likelihood estimator
  • Transformations

ASJC Scopus subject areas

  • Artificial Intelligence
  • Computer Science Applications
  • Software

Cite this

Muda, N. (2009). The performance of M-based Generalized Linear Model (GLM) procedures based on the coverage probability. In 2009 World Congress on Nature and Biologically Inspired Computing, NABIC 2009 - Proceedings (pp. 596-599). [5393419] https://doi.org/10.1109/NABIC.2009.5393419

The performance of M-based Generalized Linear Model (GLM) procedures based on the coverage probability. / Muda, Nora.

2009 World Congress on Nature and Biologically Inspired Computing, NABIC 2009 - Proceedings. 2009. p. 596-599 5393419.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Muda, N 2009, The performance of M-based Generalized Linear Model (GLM) procedures based on the coverage probability. in 2009 World Congress on Nature and Biologically Inspired Computing, NABIC 2009 - Proceedings., 5393419, pp. 596-599, 2009 World Congress on Nature and Biologically Inspired Computing, NABIC 2009, Coimbatore, 9/12/09. https://doi.org/10.1109/NABIC.2009.5393419
Muda N. The performance of M-based Generalized Linear Model (GLM) procedures based on the coverage probability. In 2009 World Congress on Nature and Biologically Inspired Computing, NABIC 2009 - Proceedings. 2009. p. 596-599. 5393419 https://doi.org/10.1109/NABIC.2009.5393419
Muda, Nora. / The performance of M-based Generalized Linear Model (GLM) procedures based on the coverage probability. 2009 World Congress on Nature and Biologically Inspired Computing, NABIC 2009 - Proceedings. 2009. pp. 596-599
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