A Note on Computing Robust Regression Estimates via Iteratively Reweighted Least Squares Academic Article uri icon

abstract

  • The 1985 SAS Users 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. 1988 Taylor & Francis Group, LLC.

published proceedings

  • The American Statistician

altmetric score

  • 3

author list (cited authors)

  • Street, J. O., Carroll, R. J., & Ruppert, D.

citation count

  • 204

complete list of authors

  • Street, James O||Carroll, Raymond J||Ruppert, David

publication date

  • May 1988