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The Partial Robust M-approach

  • Sven Serneels
  • Christophe Croux
  • Peter Filzmoser
  • Pierre J. Van Espen
Conference paper
  • 1.6k Downloads
Part of the Studies in Classification, Data Analysis, and Knowledge Organization book series (STUDIES CLASS)

Abstract

The PLS approach is a widely used technique to estimate path models relating various blocks of variables measured from the same population. It is frequently applied in the social sciences and in economics. In this type of applications, deviations from normality and outliers may occur, leading to an efficiency loss or even biased results. In the current paper, a robust path model estimation technique is being proposed, the partial robust M (PRM) approach. In an example its benefits are illustrated.

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Copyright information

© Springer Berlin · Heidelberg 2006

Authors and Affiliations

  • Sven Serneels
    • 1
  • Christophe Croux
    • 2
  • Peter Filzmoser
    • 3
  • Pierre J. Van Espen
    • 1
  1. 1.Department of ChemistryUniversity of AntwerpAntwerpBelgium
  2. 2.Department of Applied EconomicsKULeuvenLeuvenBelgium
  3. 3.Department of Statistics and Probability TheoryTechnical University of ViennaWienAustria

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