Research Article
Robust Wild Bootstrap for Stabilizing the Variance of Parameter Estimates in Heteroscedastic Regression Models in the Presence of Outliers
Table 4
Robustness measure of RMSE of the non-robust and robust wild bootstrap.
| | | Robustness measure of RMSE | | % outliers | Coeff. | Bootols | Bootwu | Bootliu | RBootwu | RBootliu |
| | Sample Size n = 20 |
| | 0% | | — |
110.3099
| | | | | — |
94.37567
|
117.3951
|
94.5929
|
109.1911
| | — |
109.20311
|
117.8290
| |
118.0043
| | Mean | — |
104.6296
|
118.5594
|
99.25083
|
114.7917
| | 5% | | | | | | | | | | | |
113.8576
| | | | |
94.03987
|
109.5074
| | Mean |
24.52087
|
24.25439
|
32.48111
|
102.3267
|
119.4623
| | 10% | |
9.0949
|
8.4203
| | | | |
9.1324
|
8.0386
|
9.3035
|
98.6716
| | |
9.6977
|
9.1578
| |
108.3857
|
109.2154
| | Mean |
9.3083
|
8.5389
|
9.8642
|
101.7699
|
120.5487
|
| | Sample Size n = 60 |
| | 0% | | — | | | | | | — | |
117.4509
| |
109.0760
| | — |
99.10685
|
116.9525
| |
111.2705
| | Mean | — |
100.1318
|
116.6189
|
96.73103
|
110.2281
| | 5% | | | | | | | |
14.22979
|
12.43393
|
14.13294
|
80.01583
|
93.96979
| |
28.49122
|
45.93069
|
54.47049
|
90.03794
|
106.4720
| | Mean |
22.78076
|
29.90925
|
34.79292
|
87.64955
|
102.3232
| | 10% | | |
9.4115
| | | | |
9.7919
|
7.7093
|
9.4474
|
74.4197
|
81.2251
| |
11.1437
| |
10.6705
|
87.7518
|
97.1719
| | Mean |
10.89023
|
8.6814
|
10.50947
|
84.6905
|
92.41533
|
| | Sample Size n = 100 |
| | 0% | | — | | | | | | — |
97.26561
|
110.5779
|
97.95562
|
108.6698
| | — |
94.65821
|
125.5736
| |
137.4324
| | Mean | — |
95.66548
|
119.7817
|
99.45744
|
125.9034
| | 5% | |
17.5633
| | | | | | |
13.5688
|
13.6576
|
87.9910
|
98.4320
| |
20.1261
|
39.8355
|
46.7975
|
90.0007
|
128.7815
| | Mean |
17.1542
|
25.6774
|
28.4363
|
89.1620
|
115.7234
| | 10% | | | | | | | | | | | | | | | | | | | | Mean |
8.9278
|
7.1393
|
8.6333
|
86.2791
|
95.2121
|
|
|
