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Least Median of Squares Regression

โœ Scribed by Peter J. Rousseeuw


Book ID
115453188
Publisher
American Statistical Association
Year
1984
Tongue
English
Weight
263 KB
Volume
79
Category
Article
ISSN
0162-1459

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Least median of squares (LMS) regression is a robust method to fit equations to observed data (typically in a linear model). This paper describes an approximation algorithm for LMS regression. The algorithm generates a regression solution with median residual no more than twice the optimal median re

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The program LMSMVE performs robust regression analysis by using the method of the least median of squares. It also computes robust distances to locate leverage points. that is. outliers with respect to the set of independent variables. LMSMVE constructs plots of least median of squares residuals aga