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LMSMVE: A program for least median of squares regression and robust distances

✍ Scribed by Gerard E. Dallal; Peter J. Rousseeuw

Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
466 KB
Volume
25
Category
Article
ISSN
0010-4809

No coin nor oath required. For personal study only.

✦ Synopsis

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 against robust distances. Both methods can tolerate up to half the data being outliers before they fail to give results that describe the bulk of the data. A complete system that operates directly on SYSTAT files is available for the IBM PC and compatibles; it includes a utility that converts ASCII files to SYSTATformat.

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