Thanks for all the information. Do you know anything about the other variations of robust regression? Does it make a big difference if I use an MM regression, or LTS, or LMS?
Mike On 11 Jan 2002 11:07:59 -0800 [EMAIL PROTECTED] (Humberto Barreto) wrote: > A book: > Rousseeuw, P.J., and Leroy, A.M. (1987), Robust Regression and Outlier > Detection, New York: John Wiley > > A web site: > http://win-www.uia.ac.be/u/statis/ > > A web site for LMS (described below): > http://www.wabash.edu/econexcel/LMSOrigin/Home.htm > > A [simple, nontechnical] explanation: > LS (aka OLS, choose coefficients to min SSR) has a "high breakdown point," > which means that one outlier can severely tilt the fitted line. ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at http://jse.stat.ncsu.edu/ =================================================================
