robust linear regression

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    robust regression estimators

    Hi everyone. I have studied the robust regression a few weeks ago and I want to have a lot of insight about it. After reading some sources, I know some estimators on robust regression, i.e. M-estimators, MM-estimators, LTS-estimators, LMS-estimators, and s-estimators. However, every source I...
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    outlier in robust regressiom

    hi, I dont understand with this statment. "robust regression can be used to detect outliers and to provide resistant (stable) results in the presence of outliers" what the meaning of " to provide resistant (stable) result inthe presence of outliers"? what the meaning of "resistant" in...
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    deriving the upper confidence interval limit in robust linear regression using MASS

    Since my data to some extent violates the linear regression assumptions I decided to also test the model using robust estimation limiting the influence of outliers. However, I find it difficult obtaining the standard deviation of the estimate. I use R with the package MASS and the command rlm...