Approximate replication of high-breakdown robust regression techniques

Zeileis, Achim and Kleiber, Christian (2008) Approximate replication of high-breakdown robust regression techniques. Research Report Series / Department of Statistics and Mathematics, 68. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

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Abstract

This paper demonstrates that even regression results obtained by techniques close to the standard ordinary least squares (OLS) method can be difficult to replicate if a stochastic model fitting algorithm is employed.

Item Type: Paper
Keywords: robust regression / least squares / replication / stochastic algorithm
Classification Codes: RVK QH 234
Divisions: Departments > Finance, Accounting and Statistics > Statistics and Mathematics
Depositing User: Repository Administrator
Date Deposited: 18 Jul 2008 21:24
Last Modified: 22 Oct 2019 00:41
URI: https://epub.wu.ac.at/id/eprint/422

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