The joint modelling of location and scale presents significant challenges in regression, particularly in handling outliers and variance heterogeneity. Robust estimation methods are crucial in this context to ensure reliable analyses. This paper introduces a novel joint location and scale model (JLSM-LTS) based on the least trimmed squares (LTS) estimation method, specifically designed to address these issues. We present a detailed estimation procedure for accurately determining JLSMLTS parameters. To evaluate its effectiveness, we perform extensive simulations and apply the model to a real dataset. For comparison, we include alternative models: the joint location and scale model with normal distribution assumptions (JLSMN) and the M-regression-based models (JLSM-M) using Huber and Tukey functions. The results demonstrate the robustness of JLSM-LTS in managing outliers and heteroscedasticity, highlighting its advantages in joint modelling scenarios and its potential to enhance regression analysis under challenging conditions.
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