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

Authors
Street, James O. Carroll, Raymond J. Ruppert, David
Citation
O. Street, James et al., A Note on Computing Robust Regression Estimates via Iteratively Reweighted Least Squares, American statistician , 42(2), 1988, pp. 152-154
Journal title
American statistician → ACNP
ISSN journal
00031305
Volume
42
Issue
2
Year of publication
1988
Pages
152 - 154
Database
ACNP
SICI code
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.