Abstract:
Regression Analysis is statistical technique to model data. But the presence of outliers and influential
points affect data modelling and its interpretation. Robust regression analysis is an alternative choice
to this. Here we made an attempt to study different robust estimators and propose a new robust
reweighted Sn covariance based regression estimator. We have evaluated the performance empirically
and the simulation study shows our proposed estimator is preferable to OLS and other robust regression
estimators in terms of the MSE criteria. Also, proposed robust Sn covariance regression estimator produce
outperforming results for regression equivaraince and breakdown criterion. Robustness of the proposed
estimator is proved empirically. The proposed method is innovatively used to model fluid data. R software
is used for simulation and study
