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 ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at http://jse.stat.ncsu.edu/ =================================================================