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Thread: robust regression estimators

  1. #1
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    south borneo
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    robust regression estimators

    Hi everyone.

    I have studied the robust regression a few weeks ago and I want to have a lot of insight about it. After reading some sources, I know some estimators on robust regression, i.e. M-estimators, MM-estimators, LTS-estimators, LMS-estimators, and s-estimators. However, every source I read just a little explanation about this. My question is "What distinguishes it from theory and application on the estimators?"
    What is the usefulness of robust regression in addition to detecting outliers ?


  2. #2
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    Re: robust regression estimators

    Well, I don't think it is so much the detection of outliers as the ability not to let outliers influence the results.

    I need to better learn about robust regression, I would appreciate it if you could list some of the better articles or websites links. Thanks.
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  3. #3
    Fortran must die
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    Re: robust regression estimators

    One thing to remember about robust regression is that it only works with interval DV.

    This is a SAS paper on robust regression http://www2.sas.com/proceedings/sugi27/p265-27.pdf

    This is a UCLA site that discusses robust regression for SAS http://www.ats.ucla.edu/stat/sas/dae/rreg.htm

    A discussion of the background http://web.as.uky.edu/statistics/use...notes/12-1.pdf

    A discussion of procrobustreg which is the sas product that deals with this http://www.phusewiki.org/docs/2006/ST01.pdf

    I stopped working on this when it became obvious most of my DV were categorical in nature.
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    hlsmith (01-30-2017)

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