Robustification of regression model with the fixed and random effects
| Název práce v češtině: | Robustifikace regresního modelu s pevnými a náhodnými efekty |
|---|---|
| Název v anglickém jazyce: | Robustification of regression model with the fixed and random effects |
| Klíčová slova: | Regression model, fixed and random effects, robust approach, the least weighted squares, Monte Carlo studies |
| Klíčová slova anglicky: | Regression model, fixed and random effects, robust approach, the least weighted squares, Monte Carlo studies |
| Akademický rok vypsání: | 2012/2013 |
| Typ práce: | bakalářská práce |
| Jazyk práce: | angličtina |
| Ústav: | Institut ekonomických studií (23-IES) |
| Vedoucí / školitel: | prof. RNDr. Jan Ámos Víšek, CSc. |
| Řešitel: | skrytý - zadáno vedoucím/školitelem |
| Datum přihlášení: | 07.05.2013 |
| Datum zadání: | 07.05.2013 |
| Datum a čas obhajoby: | 18.06.2014 00:00 |
| Místo konání obhajoby: | ies |
| Datum odevzdání elektronické podoby: | 14.05.2014 |
| Datum proběhlé obhajoby: | 18.06.2014 |
| Oponenti: | Mgr. Božena Bobková |
| Kontrola URKUND: | |
| Zásady pro vypracování |
| Reading the basic literature and compilation information.
Writing an introduction to the classical part and to the part devoted to robust methods. Research of unbiasedness and consistency and formulation new assertions. Creating the corresponding software for numerical studies. Proposing the conclusions and discussing the basic new achievments. |
| Seznam odborné literatury |
| Hampel, F. R., E. M. Ronchetti, P. J. Rousseeuw, W. A. Stahel (1986): Robust Statistics -- The Approach Based on Influence Functions. New York: J.Wiley and Sons.
Rousseeuw, P. J., A. M. Leroy (1987): Robust Regression and Outlier Detection. New York: J.Wiley and Sons. Víšek, J. Á (2002): Modern processing data. Data Analysis 2002/II, Modern Statistical Methods - Modelling, Regression, Classification and Data Mining, organized by TRYLOBITE, Bohdaneč, ed. K. Kupka, ISBN 80-239-0204-0, 131 - 167. Víšek, J. Á (2003): Philosophy of statistical modelling and the least weighted squares. Data Analysis 2003/II, Progressive Methods of Statistical Data Analysis and Modelling for Research and Technical Practice, organized by TRYLOBITE. Víšek, J. Á (2009): Consistency of the instrumental weighted variables. Annals of the Institute of Statistical Mathematics, (2009) 61, 543 - 578. Víšek, J. Á (2010): Robust error-term-scale estimate. IMS Collections. Nonparametrics and Robustness in Modern Statistical Inference and Time Series Analysis: Festschrift for Jana Jurečková,Vol. 7(2010), 254 - 267. Víšek, J. Á (2011): Consistency of the least weighted squares under heteroscedasticity. Kybernetika 47 , 179-206. |
| Předběžná náplň práce |
| A compilation of basic framework of the classical regression model with the fixed and random effects. The methods of overcoming difficulties of bad effects of "additional intercept", a research of decrease of the efficiency in the case of deviating from normality. An overview of basic ideas of robust methods, discussion of the reasons for the least weighted squares, generalization on the model with the effects, proving the unbiasedness and consistency and numerical studies under the various frameworks of contamination. |
| Předběžná náplň práce v anglickém jazyce |
| A compilation of basic framework of the classical regression model with the fixed and random effects. The methods of overcoming difficulties of bad effects of "additional intercept", a research of decrease of the efficiency in the case of deviating from normality. An overview of basic ideas of robust methods, discussion of the reasons for the least weighted squares, generalization on the model with the effects, proving the unbiasedness and consistency and numerical studies under the various frameworks of contamination. |