8. Robust Regression

  1. David C. Hoaglin2,
  2. Frederick Mosteller2 and
  3. John W. Tukey3
  1. Guoying Li

Published Online: 17 OCT 2011

DOI: 10.1002/9781118150702.ch8

Exploring Data Tables, Trends, and Shapes

Exploring Data Tables, Trends, and Shapes

How to Cite

Li, G. (2006) Robust Regression, in Exploring Data Tables, Trends, and Shapes (eds D. C. Hoaglin, F. Mosteller and J. W. Tukey), John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118150702.ch8

Editor Information

  1. 2

    Harvard University

  2. 3

    Princeton University, AT&T Bell Laboratories

Author Information

  1. Institute of Systems Science Academia Sinica Beijing, People's Republic of China

Publication History

  1. Published Online: 17 OCT 2011
  2. Published Print: 24 FEB 2006

ISBN Information

Print ISBN: 9780470040058

Online ISBN: 9781118150702

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Keywords:

  • robust regression;
  • M-estimators;
  • W-estimators;
  • regression computation;
  • bounded-influence regression

Summary

This chapter contains sections titled:

  • Why Robust Regression?

  • M-Estimators and W-Estimators for Regression

  • Computation

  • Example: The Stack Loss Data

  • Bounded-Influence Regression

  • Some Alternative Methods

  • Summary