Approximate Replication of High-Breakdown Robust Regression Techniques

Achim Zeileis, Christian Kleiber

Publication: 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.
Original languageEnglish
Place of PublicationWien
DOIs
Publication statusPublished - 1 Jul 2008

Publication series

SeriesResearch Report Series / Department of Statistics and Mathematics
Number68

WU Working Paper Series

  • Research Report Series / Department of Statistics and Mathematics

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