Approximate Replication of High-Breakdown Robust Regression Techniques

Achim Zeileis, Christian Kleiber

Publikation: Working/Discussion PaperWU Working Paper

33 Downloads (Pure)

Abstract

This paper demonstrates that even regression results obtained by techniques close to the standard ordinary least squares (OLS) method can be difficult to replicate if a stochastic model fitting algorithm is employed.
OriginalspracheEnglisch
ErscheinungsortWien
DOIs
PublikationsstatusVeröffentlicht - 1 Juli 2008

Publikationsreihe

ReiheResearch Report Series / Department of Statistics and Mathematics
Nummer68

WU Working Paper Reihe

  • Research Report Series / Department of Statistics and Mathematics

Zitat