Taskinen Sara, Warton David I
Department of Mathematics and Statistics, University of Jyväskylä, FIN-40014 University of Jyväskylä, Finland.
Biom J. 2011 Jul;53(4):652-72. doi: 10.1002/bimj.201000018. Epub 2011 Jun 17.
In allometry, bivariate techniques related to principal component analysis are often used in place of linear regression, and primary interest is in making inferences about the slope. We demonstrate that the current inferential methods are not robust to bivariate contamination, and consider four robust alternatives to the current methods -- a novel sandwich estimator approach, using robust covariance matrices derived via an influence function approach, Huber's M-estimator and the fast-and-robust bootstrap. Simulations demonstrate that Huber's M-estimators are highly efficient and robust against bivariate contamination, and when combined with the fast-and-robust bootstrap, we can make accurate inferences even from small samples.
在异速生长分析中,与主成分分析相关的双变量技术常被用于替代线性回归,主要关注点在于对斜率进行推断。我们证明了当前的推断方法对双变量污染不稳健,并考虑了四种比当前方法更稳健的替代方法——一种新颖的三明治估计器方法,使用通过影响函数方法导出的稳健协方差矩阵、休伯M估计器以及快速且稳健的自助法。模拟结果表明,休伯M估计器对双变量污染具有高效性和稳健性,并且当与快速且稳健的自助法相结合时,即使从小样本中我们也能做出准确的推断。