A robust method of estimation based on the MML estimators for a single linear regression model

We adopt the modified maximum likelihood approach (based on symmetrically Type-II censored normal samples) of Tiku (1967, 1970) and obtain a robust method of estimation of the parameters in a simple linear regression model. By simulating the bias and mean square error of these estimators under both normal and mixture-normal models for the error component and then comparing them with the corresponding values of the ordinary least-square …