In the general linear model with observations not necessarily uncorrelated or homoscedastic, Gauss-Markov regression coefficients are superior to ordinary unweighted least squares in the well known ...

One aim of robust regression is to find estimators with high finite sample breakdown points. Although various robust estimators have been proposed in logistic regression models, their breakdown points ...

robust (resistant) regression method, defined by minimizing the sum of the h smallest squared residuals. The Least Median of Squares (LMS) and Least Trimmed Squares (LTS) subroutines perform robust ...

This book discusses categorical data analysis and its implementation with the SAS System. Both nonparametric methods and model-based parametric methods are discussed. Specific topics include ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...