Robust Regression: A Diagnostic Tool

Abstract

This report discusses the usefulness of robust regression when distorted observations have undue influence on the normal least squares regression fit. Instead of throwing out these distorted observations, Iteratively Reweighted Least Squares (IRLS) techniques are used to reduce the influence these outliners have on the fitted line. These robust techniques were utilized through a Robust Statistical Estimation Computer Package (ROSEPACK) that was developed at Massachusetts Institute of Technology. A detailed description of how to run this statistical package of the BRL CYBER system is also presented.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1983
Accession Number
ADA123651

Entities

People

  • Jerry Thomas
  • Jock Grynovicki

Organizations

  • Ballistic Research Laboratory

Tags

Communities of Interest

  • Cyber
  • Materials and Manufacturing Processes
  • Weapons Technologies

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Computations
  • Computers
  • Convergence
  • Data Science
  • Information Science
  • Massachusetts
  • Observation
  • Propellants
  • Regression Analysis
  • Standards
  • Statistical Algorithms
  • Statistical Analysis
  • Statistical Estimation
  • Statistics
  • Weighting Functions

Readers

  • Statistical inference.
  • Systems Analysis and Design

Technology Areas

  • Cyber
  • Cyber - Cryptography