Measures of the Sensitivity of Regression Estimates to the Choice of Estimator

Thomas A. Severini*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

4 Scopus citations


Let Y1, …, Yn denote independent real-valued observations, each of the form Yj = Xjβ + σεj, where Xj is a fixed covariate vector, β and σ are unknown parameters ε1, …, εn are identically distributed according to a symmetric density p. This article considers the sensitivity of point estimates of β to the choice of estimator from classes of estimators based on the L estimators of Kroenker and Portnoy. Specific measures of sensitivity are proposed these measures are applied to several datasets.

Original languageEnglish (US)
Pages (from-to)1651-1658
Number of pages8
JournalJournal of the American Statistical Association
Issue number436
StatePublished - Dec 1 1996


  • Conditional inference
  • Regression models
  • Regression quantiles
  • Robust estimation

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty


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