Asian Science Citation Index is committed to provide an authoritative, trusted and significant information by the coverage of the most important and influential journals to meet the needs of the global scientific community.  
ASCI Database
308-Lasani Town,
Sargodha Road,
Faisalabad, Pakistan
Fax: +92-41-8815544
Contact Via Web
Suggest a Journal
Articles by A.H.M. Rahmatullah Imon
Total Records ( 3 ) for A.H.M. Rahmatullah Imon
  Md. Sohel Rana , Habshah Midi and A.H.M. Rahmatullah Imon
  Problem statement: The problem of heteroscedasticity occurs in regression analysis for many practical reasons. It is now evident that the heteroscedastic problem affects both the estimation and test procedure of regression analysis, so it is really important to be able to detect this problem for possible remedy. The existence of a few extreme or unusual observations that we often call outliers is a very common feature in data analysis. In this study we have shown how the existence of outliers makes the detection of heteroscedasticity cumbersome. Often outliers occurring in a homoscedastic model make the model heteroscedastic, on the other hand, outliers may distort the diagnostic tools in such a way that we cannot correctly diagnose the heteroscedastic problem in the presence of outliers. Neither of these situations is desirable. Approach: This article introduced a robust test procedure to detect the problem of heteroscedasticity which will be unaffected in the presence of outliers. We have modified one of the most popular and commonly used tests, the Goldfeld-Quandt, by replacing its nonrobust components by robust alternatives. Results: The performance of the newly proposed test is investigated extensively by real data sets and Monte Carlo simulations. The results suggest that the robust version of this test offers substantial improvements over the existing tests. Conclusion/Recommendations: The proposed robust Goldfeld-Quandt test should be employed instead of the existing tests in order to avoid misleading conclusion.
  Md.Sohel Rana , Habshah Midi and A.H.M. Rahmatullah Imon
  Problem statement: Most of the statistical procedures heavily depend on normality assumption of observations. In regression, we assumed that the random disturbances were normally distributed. Since the disturbances were unobserved, normality tests were done on regression residuals. But it is now evident that normality tests on residuals suffer from superimposed normality and often possess very poor power. Approach: This study showed that normality tests suffer huge set back in the presence of outliers. We proposed a new robust omnibus test based on rescaled moments and coefficients of skewness and kurtosis of residuals that we call robust rescaled moment test. Results: Numerical examples and Monte Carlo simulations showed that this proposed test performs better than the existing tests for normality in the presence of outliers. Conclusion/Recommendation: We recommend using our proposed omnibus test instead of the existing tests for checking the normality of the regression residuals.
  Arezoo Bagheri , Habshah Midi and A.H.M. Rahmatullah Imon
  Problem statement: High leverage points are extreme outliers in the X-direction. In regression analysis, the detection of these leverage points becomes important due to their arbitrary large effects on the estimations as well as multicollinearity problems. Mahalanobis Distance (MD) has been used as a diagnostic tool for identification of outliers in multivariate analysis where it finds the distance between normal and abnormal groups of the data. Since the computation of MD relies on non-robust classical estimations, the classical MD can hardly detect outliers accurately. As an alternative, Robust MD (RMD) methods such as Minimum Covariance Determinant (MCD) and Minimum Volume Ellipsoid (MVE) estimators had been used to identify the existence of high leverage points in the data set. However, these methods tended to swamp some low leverage points even though they can identify high leverage points correctly. Since, the detection of leverage points is one of the most important issues in regression analysis, it is imperative to introduce a novel detection method of high leverage points. Approach: In this study, we proposed a relatively new two-step method for detection of high leverage points by utilizing the RMD (MVE) and RMD (MCD) in the first step to identify the suspected outlier points. Then, in the second step the MD was used based on the mean and covariance of the clean data set. We called this method two-step Robust Diagnostic Mahalanobis Distance (RDMDTS) which could identify high leverage points correctly and also swamps less low leverage points. Results: The merit of the newly proposed method was investigated extensively by real data sets and Monte Carlo Simulations study. The results of this study indicated that, for small sample sizes, the best detection method is (RDMDTS) (MVE)-mad while there was not much difference between (RDMDTS) (MVE)-mad and (RDMDTS) (MCD)-mad for large sample sizes. Conclusion/Recommendations: In order to swamp less low leverage as high leverage point, the proposed robust diagnostic methods, (RDMDTS) (MVE)-mad and (RDMDTS) (MCD)-mad were recommended.
Copyright   |   Desclaimer   |    Privacy Policy   |   Browsers   |   Accessibility