Robust surface estimation in multi-response multistage statistical optimization problems. Issue 3 (16th March 2018)

• Record Type: Journal Article
• Authors: Moslemi, Amir; Seyyed-Esfahani, Mirmehdi; Niaki, Seyed Taghi Akhavan
• Is Part Of: Communications in statistics. Volume 47:Issue 3(2018)
• Page Start: 762
• Page End: 782
• Publication Date: 2018-03-16
• Subjects: Correlation -- Multistage process -- Multi-response surface -- OLS -- Robust M-estimates; 62K20; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2017.1291963
• Languages: English
• ISSNs: 0361-0918

Abstract

ABSTRACT: As the ordinary least squares (OLS) method is very sensitive to outliers as well as to correlated responses, a robust coefficient estimation method is proposed in this paper for multi-response surfaces in multistage processes based on M-estimators. In this approach, experimental designs are used in which the intermediate response variables may act as covariates in the next stages. The performances of both the ordinary multivariate OLS and the proposed robust multi-response surface approach are analyzed and compared through extensive simulation experiments. Sum of the squared errors in estimating the regression coefficients reveals the efficiency of the proposed robust approach.