Approximate Replication of High-Breakdown Robust Regression Techniques

Achim Zeileis; Christian Kleiber

Approximate Replication of High-Breakdown Robust Regression Techniques

Achim Zeileis, Christian Kleiber

Statistics and Mathematics

Publikation: Working/Discussion Paper › WU Working Paper

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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.

Originalsprache	Englisch
Erscheinungsort	Wien
Publikationsstatus	Veröffentlicht - 1 Juli 2008

Publikationsreihe

Reihe	Research Report Series / Department of Statistics and Mathematics
Nummer	68

WU Working Paper Reihe

Research Report Series / Department of Statistics and Mathematics

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