Robust Estimation of the Parameters in the FANOVA Model
30/10/2002 Wednesday 30th October 2002, 10:00 (Room P3.10, Mathematics Building)
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Peter Filzmoser, Vienna University of Technology
We present a robust approach for fitting models with both additive and multiplicative effects of twoway tables. The method is an extension of the median polish technique and uses a robust alternating regression algorithm. The approach is highly robust, and also works well when there are more variables than observations. The model can be simplified to a purely additive or multiplicative model, the latter allows to construct a robust biplot being not predetermined by outliers. The performance of the method will be illustrated by real and artificial examples.
