7. Regression

  1. Robert G. Staudte1 and
  2. Simon J. Sheather2

Published Online: 13 SEP 2011

DOI: 10.1002/9781118165485.ch7

Robust Estimation & Testing

Robust Estimation & Testing

How to Cite

Staudte, R. G. and Sheather, S. J. (1990) Regression, in Robust Estimation & Testing, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118165485.ch7

Author Information

  1. 1

    Department of Statistics, La Trobe University, Melbourne, Victoria, Australia

  2. 2

    Australian Graduate School of Management, University of New South Wales, Sydney, New South Wales, Australia

Publication History

  1. Published Online: 13 SEP 2011
  2. Published Print: 22 JUN 1990

ISBN Information

Print ISBN: 9780471855477

Online ISBN: 9781118165485

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Keywords:

  • regression;
  • classical regression problem;
  • generalized least squares;
  • standardized residuals;
  • equileverage designs

Summary

This chapter contains sections titled:

  • Background Material

  • Diagnostics for the Classical Model

  • Equileverage Designs

  • Asymptotic Theory for Least Squares

  • Asymptotic Theory for Weighted Least Squares

  • Computation of Robust Estimates

  • Problems

  • Complements