A Study on the Several Robust Regression Estimators

Principal Component Regression(PCR) and Partial Least Squares Regression(PLSR) are the two most popular regression techniques in chemometrics. In the field of chemometrics usually the number of regressor variables greatly exceeds the number of observation. So we have to reduce the number of regressors to avoid the identifiability problem. In this paper we compare PCR and PLSR techniques combined with various robust regression methods including regression depth estimation. We compare the efficiency, goodness-of-fit and robustness of each estimators under several contamination schemes.