Robust Regression: Computational Methods for M-Estimates.

Abstract

The computation of robust M-estimates of regression is considered in detail using the Psi functions of Huber, Andrews, and Hampel. The computation of M-estimates of regression is considered for linear models, linear models with vector observations, and nonlinear models. Examples are given using actual data for each of these different classes of models. Examples are given using actual data for each of these different classes of models. Careful attention is given to the important problem of convergence of M-estimates with redescending Psi functions. A lengthy treatment of this problem is given for the Daniel and Wood data by considering several starting methods for the iterative solution and different breakpoints for the Psi functions. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1978
Accession Number
ADA056792

Entities

People

  • Robert H. Turner
  • William S. Agee

Tags

Communities of Interest

  • Air Platforms
  • Materials and Manufacturing Processes
  • Weapons Technologies

DTIC Thesaurus Topics

  • Calibration
  • Cameras
  • Computational Science
  • Computations
  • Convergence
  • Covariance
  • Data Reduction
  • Data Science
  • Information Processing
  • Information Science
  • Least Squares Method
  • Measurement
  • Observation
  • Regression Analysis
  • Sequences
  • Statistical Algorithms
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Statistical inference.