Approximate Replication of High-Breakdown Robust Regression Techniques

  • Achim Zeileis
  • , Christian Kleiber

Publication: Working/Discussion PaperWU Working Paper and Case

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

Publication series

SeriesResearch Report Series / Department of Statistics and Mathematics
Number68

WU Working Papes and Cases

  • Research Report Series / Department of Statistics and Mathematics

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