Robust regression:a weighted least squares approach

DOI10.1080/03610929708831988zbMath0920.62039OpenAlexW2008666452MaRDI QIDQ4226839

Samprit Chatterjee, Martin B. Mächler

Publication date: 23 February 1999

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929708831988

zbMATH Keywords

outliersinfluence\(M\)-estimatormaskingleverage pointsiterative reweighting

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (13)

A Re-Weighted Least Squares Method for Robust Regression Estimation ⋮ Non Monotone Backtracking Inexact BFGS Method for Regression Analysis ⋮ Robust regression analysis: a useful two stage procedure ⋮ Robust cluster-based multivariate outlier diagnostics and parameter estimation in regression analysis ⋮ An alternative method correcting BDR type of heteroskedasticity by the weighting re-estimated absolute residuals ⋮ Stabilizing heteroscedasticity for butterfly-distributed residuals by the weighting absolute centered external variable ⋮ Cluster-based multivariate outlier identification and re-weighted regression in linear models ⋮ Cluster-based \(L2\) re-weighted regression ⋮ Influence Diagnostics on Testing Linear Hypothesis in Linear Models with Correlated Errors ⋮ Nonparametric estimation for quadratic regression ⋮ Heteroskedastic Linear Regression: Steps Towards Adaptivity, Efficiency, and Robustness ⋮ A Comparison of Multiple Outlier Detection Methods for Regression Data ⋮ A performance counterexample of Billor–Chatterjee–Hadi procedure and an improvement proposal for robust regression

Uses Software

• alr3

Cites Work

• Applied regression analysis bibliography update 1992–93
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