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Robust regression using iteratively reweighted least-squares.
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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“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.”
From Extending body space in immersive virtual reality: a very long arm illusion (2012) · cites this paper as [27]
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Al-Kofahi, O., Can, A. B., Lasek, S., Szarowski, D. H., Turner, J. N., & Roysam, B. (2003) · Journal of Microscopy · doi:10.1046/j.1365-2818.2003.01196.x · Cited by 27
Birch, J. B., & Myers, R. H. (1982) · Biometrics · doi:10.2307/2530050 · Cited by 27
Iteratively Reweighted Least Squares
Jorgensen, M. A. (2006) · Encyclopedia of Environmetrics · doi:10.1002/9780470057339.vai022 · Cited by 27
Metadata
- 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
- Publisher
- Informa UK Limited
- 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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