Some software for computing robust linear or nonlinear regression estimators

Arnold J. Stromberg

Research output: Contribution to journalArticlepeer-review

5 Scopus citations

Abstract

One reason that robust methods are often not used in practice is the lack of affordable easy to use software. This paper addresses this issue by providing instructions, examples, and code for using Fortran and LISPSTAT to compute MM-estimates and other robust regression estimates. LISPSTAT is a graphical computing environment available for Unix-based, Dos and Macintosh computers at no charge to the user.

Original languageEnglish
Pages (from-to)947-959
Number of pages13
JournalCommunications in Statistics Part B: Simulation and Computation
Volume26
Issue number3
DOIs
StatePublished - 1997

Bibliographical note

Funding Information:
Partial support for this work was provided by National Security Agency Grant MDA904-97-1-0009. Some computations were done at the High Performance Computing Laboratory at the University of Kentucky which was funded in part by NSF Grant DMS-9508543.

Keywords

  • Computational
  • LISPSTAT
  • MM-estimates

ASJC Scopus subject areas

  • Statistics and Probability
  • Modeling and Simulation

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