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Approximate replication of high-breakdown robust regression techniques

  • Achim Zeileis
  • , Christian Kleiber

Publication: Scientific journalJournal articlepeer-review

Abstract

We present a case study demonstrating that without data and code archives reproducibility is more the exception than the rule, especially if modern, complex algorithms are employed. Specifically, we show that stochastic extensions of OLS, as required in
some combinatorial optimization problems arising in high-breakdown robust regression, can be difficult to replicate in the absence of detailed information on tuning parameters and further computational issues.
Original languageEnglish
Pages (from-to)191 - 203
JournalJournal of Economic and Social Measurement
Volume34
Issue number2
DOIs
Publication statusPublished - 1 Dec 2009

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