Multiple Regression
Published Online: 28 JAN 2005
DOI: 10.1002/0471725382.ch3
Copyright © 1987 John Wiley & Sons, Inc. All rights reserved.
Book Title
Robust Regression and Outlier Detection
Additional Information
How to Cite
Rousseeuw, P. J. and Leroy, A. M. (2005) Multiple Regression, in Robust Regression and Outlier Detection, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/0471725382.ch3
Publication History
- Published Online: 28 JAN 2005
- Published Print: 19 OCT 1987
Book Series:
ISBN Information
Print ISBN: 9780471852339
Online ISBN: 9780471725381
- Summary
- Chapter
Keywords:
- multiple regression;
- simple regression;
- least squares;
- robust regression;
- least median of squares
Summary
This chapter includes the following topics:
Introduction
Computation of Least Median of Squares Multiple Regression
Examples
Properties of the LMS, the LTS, and S-Estimators
Relation with Projection Pursuit
Other Approaches to Robust Multiple Regression
Exercises and Problems