Package: robustsur 0.0-8

robustsur: Robust Estimation for Seemingly Unrelated Regression Models

Data sets are often corrupted by outliers. When data are multivariate outliers can be classified as case-wise or cell-wise. The latters are particularly challenge to handle. We implement a robust estimation procedure for Seemingly Unrelated Regression Models which is able to cope well with both type of outliers. Giovanni Saraceno, Fatemah Alqallaf, Claudio Agostinelli (2021) <doi:10.48550/arXiv.2107.00975>.

Authors:Claudio Agostinelli [aut, cre], Giovanni Saraceno [aut]