A Simple Approach to Robust Regression

10.29973/JCSA.200506.0006

Ruey S. Tsay

Influential observation ； leverage point ； least median of squares regression ； outlier

中國統計學報

43卷2期（2005 / 06 / 01）

217 - 230

英文

This paper is concerned with robust regression analysis. It proposes an iterated procedure to obtain robust estimation of a regression model. The proposed method is simple, yet works well compared with other methods available in the literature, including least median of squares regression. Well-known examples in the literature are used for demonstration.

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