6533b855fe1ef96bd12b137f

RESEARCH PRODUCT

Robust estimation and inference for bivariate line-fitting in allometry.

David I. WartonSara Taskinen

subject

Statistics and ProbabilityHeteroscedasticityAnalysis of VarianceCovariance matrixRobust statisticsEstimatorGeneral MedicineBivariate analysisCovarianceBiostatisticsStatistics::ComputationEfficient estimatorPrincipal component analysisStatisticsEconometricsStatistics::MethodologyBody SizeStatistics Probability and UncertaintyMathematicsProbability

description

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.

10.1002/bimj.201000018https://pubmed.ncbi.nlm.nih.gov/21681982