A Note on Computing Robust Regression Estimates via Iteratively Reweighted Least Squares

1988365 citationsJournal Article

Authors

James O. Street · Boehringer Ingelheim (France)

Raymond J. Carroll · Texas A&M University

Abstract

Abstract The 1985 SAS User's Guide: Statistics provides a method for computing robust regression estimates using iterative reweighted least squares and the nonlinear regression procedure NLIN. We show that the estimates are asymptotically correct, although the resulting standard errrors are not. We also discuss computation of the estimates.

Topics & Keywords

Advanced Statistical Methods and Models Advanced Statistical Process Monitoring Statistical Methods and Inference

Publication Details

Published in: The American Statistician

Volume 42, Issue 2, pp. 152-154

DOI: 10.1080/00031305.1988.10475548

Field-Weighted Citation Impact: 3.10

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A Note on Computing Robust Regression Estimates via Iteratively Reweighted Least Squares

Authors

Abstract

Topics & Keywords

Publication Details