Hi,
Can anyone explain on the group or point me to an appropriate website or
book which discusses robust regression? Particularly I'm interested in
the differences between the MM and LTS robust regressions and a simple
linear regression. What advantages and disadvantages exist for each? I
understand that the simple linear regression has more assumptions on the
incoming data, but I don't know exactly what needs to be assumed when
doing a robust regression.
I have skimmed Yohai, Stahel, and Zamar (1991), as that is referenced in
S-PLUS help on lmRobMM. Unfortunately this turned out to be more of a
discussion of the MM robust regression method that is used by S-PLUS
instead of an introduction to the terms, and there was no comparison with
the LTS robust or the LS regressions.
Mike Joner
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