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 read just a little explanation about this. My question is "What distinguishes it from theory and application on the estimators?"
What is the usefulness of robust regression in addition to detecting outliers ?



Less is more. Stay pure. Stay poor.
Well, I don't think it is so much the detection of outliers as the ability not to let outliers influence the results.

I need to better learn about robust regression, I would appreciate it if you could list some of the better articles or websites links. Thanks.


No cake for spunky
One thing to remember about robust regression is that it only works with interval DV.

This is a SAS paper on robust regression

This is a UCLA site that discusses robust regression for SAS

A discussion of the background

A discussion of procrobustreg which is the sas product that deals with this

I stopped working on this when it became obvious most of my DV were categorical in nature.