Design of anSFunction for Robust Regression Using Iteratively Reweighted Least Squares
- 1 September 1992
- journal article
- research article
- Published by Taylor & Francis in Journal of Computational and Graphical Statistics
- Vol. 1 (3) , 181-196
- https://doi.org/10.1080/10618600.1992.10474580
Abstract
We develop a set of 5 functions for robust regression using the technique of iteratively reweighted least squares (IRLS). Together with a set of weight functions, function rreg is simple to understand and provides great flexibility for IRLS methods. This article focuses on the programming strategies adopted to achieve the twin goals of power and simplicity.Keywords
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