Research Article

Outlier-Resistant 𝐿 𝟏 Orthogonal Regression via the Reformulation-Linearization Technique

Table 2

Mean of 𝑆 /percentage of instances with 𝑆 0 . 9 for 𝐿 1 OR, 𝐿 2 OR, ppOR-mad, ppOR-qn, 𝜏 -OGK, and PCA- 𝐿 1 with sample sizes 𝑛 = 2 5 , 50, 100, and 200 and contamination levels 𝜖 = 0 . 0 5 , 0 . 1 0 , and 0.25.

Method 𝜖 = 0 . 0 5 𝜖 = 0 . 1 0 𝜖 = 0 . 2 5

𝑛 = 2 5 𝐿 1 OR 0.996/1.000 0.993/1.000 0.680/0.520
𝐿 2 OR 0.981/0.980 0.963/0.920 0.648/0.240
ppOR-mad 0.967/0.900 0.933/0.740 0.859/0.500
ppOR-qn 0.963/0.880 0.944/0.800 0.869/0.460
𝜏 -OGK 0.994/1.000 0.985/0.980 0.842/0.660
PCA- 𝐿 1 0.962/0.940 0.969/0.960 0.794/0.380

𝑛 = 5 0 𝐿 1 OR 0.998/1.000 0.932/0.920 0.602/0.360
𝐿 2 OR 0.988/1.000 0.912/0.860 0.609/0.260
ppOR-mad 0.974/0.900 0.943/0.860 0.903/0.660
ppOR-qn 0.989/1.000 0.962/0.900 0.858/0.400
𝜏 -OGK 0.997/1.000 0.974/0.980 0.818/0.640
PCA- 𝐿 1 0.986/0.960 0.932/0.880 0.779/0.380

𝑛 = 1 0 0 𝐿 1 OR 0.973/0.960 0.931/0.900 0.519/0.180
𝐿 2 OR 0.981/0.960 0.884/0.700 0.623/0.200
ppOR-mad 0.979/0.960 0.956/0.900 0.923/0.700
ppOR-qn 0.989/1.000 0.958/0.900 0.878/0.480
𝜏 -OGK 0.998/1.000 0.977/0.940 0.828/0.540
PCA- 𝐿 1 0.979/0.960 0.940/0.880 0.810/0.340

𝑛 = 2 0 0 𝐿 1 OR 0.932/0.800 0.857/0.760 0.509/0.140
𝐿 2 OR 0.917/0.820 0.805/0.580 0.608/0.160
ppOR-mad 0.975/0.960 0.970/0.920 0.942/0.780
ppOR-qn 0.978/0.980 0.959/0.860 0.893/0.560
𝜏 -OGK 0.997/1.000 0.954/0.920 0.834/0.600
PCA- 𝐿 1 0.926/0.860 0.922/0.820 0.785/0.340