Approximate Replication of High-Breakdown Robust Regression Techniques

Achim Zeileis, Christian Kleiber

Publikation: Working/Discussion PaperWU Working Paper

3 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
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

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