Cited by 2,115Advanced Statistical Methods and ModelsStatistical and numerical algorithmsStatistical Distribution Estimation and Applications

Robust regression using iteratively reweighted least-squares.

Holland, Paul W., Welsch, Roy E.·1977·Communications in Statistics - Theory and Methods

Abstract

The rapid development of the theory of robust estimation (Huber, 1973) has created a need for computational procedures to produce robust estimates. We will review a number of different computational approaches for robust linear regression but focus on one—iteratively reweighted least-squares (IRLS). The weight functions that we discuss are a part of a semi-portable subroutine library called ROSEPACK (RObust Statistical Estimation PACKage) that has been developed by the authors and Virginia Klema at the Computer Research Center of the National Bureau of Economic Research, Inc. in Cambridge, Mass. with the support of the National Science Foundation. This library (Klema, 1976) makes it relatively simple to implement an IRLS regression package.

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Crossref · 10.1080/03610927708827533

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  • Robust regression supports a negative relationship between virtual arm length and hand movement dispersion.

    “The regression fit is shown in Table 6, supporting the notion of a negative relationship between the virtual arm length and the hand movement dispersion.”

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Authors
Holland, P. W., & Welsch, R. E.
Affiliations
  • Educational Testing Service (US)
  • National Bureau of Economic Research (US)
Venue
Communications in Statistics - Theory and Methods
Published
1977-01
Volume
6
Issue
9
Pages
813-827
ISSN
  • 0361-0926 (ISSN-L)
  • 1532-415X
OpenAlex
W2050551672
Cited by
2,115
References
18
Citations by year
2026: 97 · 2025: 112 · 2024: 121 · 2023: 110 · 2022: 123 · 2021: 123 · 2020: 128 · 2019: 103 · 2018: 105 · 2017: 108 · 2016: 104 · 2015: 101 · 2014: 101 · 2013: 61 · 2012: 48
FWCI
5.33
Type
journal article
Language
en
Open access
closed
Locations
Communication in Statistics- Theory and Methods (publishedVersion)
Topics
  • Physical Sciences › Mathematics › Statistics and Probability › Advanced Statistical Methods and Models
  • Physical Sciences › Mathematics › Applied Mathematics › Statistical and numerical algorithms
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Distribution Estimation and Applications
Keywords
robust regression, iteratively reweighted least squares, robust estimation, weight functions, robust linear regression

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