Geodesic
Robust estimation of nonlinear structural models
Sibirskij žurnal industrialʹnoj matematiki, Tome 16 (2013) no. 4, pp. 47-60

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The problem of the identification of nonlinear errors-in-variables models with large observational errors in the explanatory variable is considered. On the basis of robust estimation methods, we propose a development of the algorithms of adjusted and total least squares is suggested. This enabled us to get a better precision of the reconstruction of the response in the presence of outliers in the sample. The proposed algorithms are used in constructing the Engel curve from the data of a budget survey. As a result we managed to make more correct conclusions about the behavior of households with income variation.
Keywords: structural relation, robust estimation, least-squares method, regression penalized spline, Engel curve, budget survey. 
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     author = {V. I. Denisov and A. Yu. Timofeeva and E. A. Khailenko and O. I. Buzmakova},
     title = {Robust estimation of nonlinear structural models},
     journal = {Sibirskij \v{z}urnal industrialʹnoj matematiki},
     pages = {47--60},
     publisher = {mathdoc},
     volume = {16},
     number = {4},
     year = {2013},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SJIM_2013_16_4_a4/}
}
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V. I. Denisov; A. Yu. Timofeeva; E. A. Khailenko; O. I. Buzmakova. Robust estimation of nonlinear structural models. Sibirskij žurnal industrialʹnoj matematiki, Tome 16 (2013) no. 4, pp. 47-60. http://geodesic.mathdoc.fr/item/SJIM_2013_16_4_a4/