robustsur: Robust Estimation for Seemingly Unrelated Regression Models

Data sets are often corrupted by outliers. When data are multivariate outliers can be classified as case-wise or cell-wise. The latters are particularly challenge to handle. We implement a robust estimation procedure for Seemingly Unrelated Regression Models which is able to cope well with both type of outliers. Giovanni Saraceno, Fatemah Alqallaf, Claudio Agostinelli (2021) <doi:10.48550/arXiv.2107.00975>.

Getting started

Package details

AuthorClaudio Agostinelli [aut, cre] (ORCID: <https://orcid.org/0000-0001-6702-4312>), Giovanni Saraceno [aut] (ORCID: <https://orcid.org/0000-0002-1753-2367>)
MaintainerClaudio Agostinelli <claudio.agostinelli@unitn.it>
LicenseGPL (>= 2)
Version0.0-8
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("robustsur")

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robustsur documentation built on June 29, 2025, 1:08 a.m.