1
Master's degree in Statistics, Department of Mathematics, Yasuj University, Yasuj, Iran
2
Faculty of Mathematics, Yasuj University, Yasuj, Iran.
Abstract
The least power density divergence method provides a robust estimate in situations where the data contains a number of outliers. In this study, we introduce and use the robust least power density divergence estimator to estimate the parameters of a linear regression model, and then, with some numerical examples of linear regression, we demonstrate the robustness of this estimator in the face of data sets that contain a number of outliers.