robust regression estimators

#1
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 ?

thanks:)
 

hlsmith

Omega Contributor
#2
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.
 

noetsi

Fortran must die
#3
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/users/pbreheny/764-F11/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.