Iteratively Reweighted Least Squares - Encyclopedia Entry.

Abstract

Iteratively Reweighted least Squares (IRLS) is a computationally attractive method for providing estimated regression coefficient that are relatively unaffected by extreme observations. Definitions and statistical justifications are reviewed, and a numerical example and a multivariate extension are included. This article is to be an entry in The Encyclopedia of Statistical Sciences. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1982
Accession Number
ADA114534

Entities

People

  • Donald B. Rubin

Organizations

  • University of Wisconsin–Madison

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Coefficients
  • Computations
  • Contracts
  • Convergence
  • Data Science
  • Equations
  • Estimators
  • Information Science
  • Iterations
  • Mathematical Analysis
  • Mathematics
  • Monotone Functions
  • Observation
  • Probability
  • Statistics
  • United States

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Library and Information Science