Descriptive Statistics

Variables X1 X2 Y
N 100 100 100
Mean -0.20 -0.14 13.35
S.D. 8.55 4.03 9.35
Median -0.06 0.13 4.66
IQR (Q1, Q3) (-0.55,0.81) (-0.45,0.87) (0.43,8.50)
Minimum -68.55 -29.80 -12.90
Maximum 40.17 15.81 29.65
COMPARISON OF ROBUST REGRESSION ESTIMATORS
WITH ORDINARY LEAST SQUARES ESTIMATOR USING
SIMULATED DATASET
CASE I: 10% leverage points in overall data set:
Correlation matrix for x1, x2 and y
CASE II:
20 % leverage points in overall data set:

Descriptive Statistics
Variables X1 X2 Y
N 100 100 100
Mean -0.27 0.36 6.66
S.D. 45.36 18.65 32.89
Median -0.08 0.13 6.09
IQR (Q1, Q3) -68.51 -29.80 -14.31
Minimum (-0.85,0.83) (-0.48,1.09) (0.26,13.82)
Maximum 10.86 5.45 9.17
Correlation matrix for x1, x2 and y
 Descriptive Statistics
Variables X1 X2 Y
N 100 100 100
Mean 0.21 0.002 13.35
S.D. 0.96 2.86 101.82
Median 0.14 -0.02 4.66
IQR (Q1, Q3) (-0.45,0.93) (-0.62,0.83) (0.43,8.50)
Minimum -3.02 -3.42 -12.3
Maximum 2.46 1.045 101.82
CASE III:
10% outliers in overall dataset :
Correlation matrix for x1, x2 and y
 Descriptive Statistics
Variables X1 X2 Y
N 100 100 100
Mean 0.21 0.002 23.02
S.D. 0.96 1.04 39.09
Median 0.14 -0.02 5.65
IQR (Q1, Q3) (-0.45,0.93) (-0.62,0.83) (1.81,11.02)
Minimum -3.02 -3.4 -12.3
Maximum 2.46 2.86 101.82

CASE IV:
20% outliers in overall dataset:
Correlation matrix for x1, x2 and y
CASE V:
Descriptive Statistics
Variables X1 X2 Y
N 100 100 100
Mean 0.21 0.002 32.66
S.D. 0.96 1.04 44.59
Median 0.14 -0.023 7
IQR (Q1, Q3) (-0.45,0.93) (-0.62,0.83) (3.07,99.06)
Minimum -3.02 -3.42 -12.3
Maximum 2.46 1.2.8604 103.7359
30% outliers in overall dataset:
Correlation matrix for X1, X2 and Y
 Descriptive Statistics
Variables X1 X2 Y
N 100 100 100
Mean 0.214 0.002 402.15
S.D. 0.96 1.04 490.73
Median 0.145 -0.023 8.50
IQR (Q1, Q3) (-0.45,0.93) (-0.62,0.83) (3.53,999.65)
Min Value -3.02 -3.42 -12.30
Max Value 2.46 2.86 1003.73
CASE VI:
40% outliers in overall data set:
Correlation matrix for X1, X2 and Y
Table:1 Robust Techniques Performances against OLS when different percent of
leverage points present (N=100)
Properties Variable 2
R Values
of Dataset s OLS M MM S LTS
10% X1 0.6086 0.4890 0.7049 0.9572 0.9585
leverage X2 0.4089 0.3244 0.7046 0.9572 0.9585
points &
No outlier X1-X2-Y 0.0684 0.0687 0.7168 0.9614 0.9635
15% X1 0.4340 0.3577 0.5723 0.8761 0.8771
leverage X2 0.4218 0.3764 0.5723 0.8761 0.8771
points &
No outlier X1-X2-Y 0.0743 0.0719 0.0651 0.9415 0.9439
20% X1 0.4234 0.3855 0.6352 0.9485 0.9526
leverage X2 0.6019 0.5659 0.6352 0.9485 0.9526
points &
No outlier X1-X2-Y 0.3861 0.2957 0.6377 0.9386 0.9408

Table:2 Robust Techniques Performances against OLS when different percent

of leverage points present (N=500)
Properties 2
R Values
Variables
of Dataset OLS M MM S LTS
10% X1 0.5329 0.4554 0.6941 0.9432 0.9443
leverage X2 0.5203 0.4522 0.6939 0.9432 0.9443
points &
No outlier X1-X2-Y 0.0100 0.0092 0.6890 0.9398 0.9426
15% X1 0.4262 0.3774 0.6373 0.9221 0.9265
leverage X2 0.4713 0.4097 0.6356 0.9217 0.9262
points &
No outlier X1-X2-Y 0.0035 0.0036 0.6488 0.9345 0.9376
20% X1 0.4643 0.4011 0.5785 0.9048 0.9115
leverage X2 0.5337 0.4712 0.5703 0.9118 0.9163
points &
No outlier X1-X2-Y 0.0063 0.0054 0.5666 0.9037 0,9111
Table:3 Robust Techniques Performances against OLS when different percent
of leverage points and outliers present (N=100)
Properties of Explanatory R2 Values
Dataset Variables OLS M MM S LTS
10% leverage 2 0.0994 0.0346 0.7062 0.9924 0.9924
points and 3 0.3597 0.0902 0.7327 0.9969 0.9971
10% outlier 5 0.5684 0.2079 0.7477 0.9986 0.9987
10% leverage 2 0.0773 0.0244 0.6758 0.9933 0.9932
points and 3 0.2857 0.0782 0.7039 0.9969 0.9970
15% outlier 5 0.5318 0.1784 0.7223 0.9986 0.9987
10% leverage 2 0.0667 0.0182 0.6412 0.9925 0.9926
points and 3 0.2420 0.0693 0.6695 0.9970 0.9971
20% outlier 5 0.4877 0.1433 0.6941 0.9985 0.9987

Table:4 Robust Techniques Performances against OLS when different percent

of leverage points and outliers present (N=500)
Properties of Explanatory 2
R Values
Dataset Variables OLS M MM S LTS
10% leverage 2 0.0056 0.0027 0.6896 0.9937 0.9938
points and 3 0.0296 0.0036 0.7026 0.9957 0.9959
10% outlier 5 0.1988 0.0397 0.7017 0.9976 0.9977
10% leverage 2 0.0158 0.0243 0.6950 0.9950 0.9950
points and 3 0.0230 0.0027 0.6738 0.9954 0.9955
15% outlier 5 0.1595 0.0300 0.6738 0.9974 0.9974
10% leverage 2 0.0120 0.0008 0.6517 0.9947 0.9946
points and 3 0.0150 0.0017 0.6206 0.9960 0.9904
20% outlier 5 0.1428 0.0742 0.6628 0.9979 0.9978
Table :5 Robust Techniques Performances when different percentage of outliers
are present (N=100)
Percentage of 2
R Values
outliers in y
OLS M MM S LTS
variables
0.020
10 0.3564 0.3553 0.5933 0.5954
1
0.006
20 0.2302 0.2516 0.5907 0.6243
9
0.000
30 0.6470 0.0260 0.6409 0.1627
2
0.006
40 0.0068 0.0071 0.6278 0.1862
4

Table:6 Robust Techniques Performances when different percentage of outliers

are present (N=500)
Percentage of R2 Values
outliers in y
OLS M MM S LTS
variables
0.020
10 0.4147 0.4202 0.6876 0.6933
1
0.002
20 0.2778 0.3070 0.6853 0.6835
3
0.002
30 0.6512 0.0273 0.6694 0.2622
3
0.001
40 0.0020 0.0022 0.6514 0.2279
9