Least Median Squares: A Robust Regression Techique

This paper invertigates the nonresistance of ordinary least squares residuals to outliers and proposes the use of least median squares (LMS) to detect nonnormality of residuals. LMS is introduced as a robust regression technique and through an econometric application its effect on regression is discussed.

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Year of publication:	2001
Authors:	ONDER, Ozlem
Published in:	Ege Academic Review. - İktisadi ve İdari Bilimler Fakültesi. - Vol. 1.2001, 1, p. 185-191
Publisher:	İktisadi ve İdari Bilimler Fakültesi

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Extent:	application/pdf text/html
Type of publication:	Article
Classification:	C1 - Econometric and Statistical Methods: General
Source:	RePEc - Research Papers in Economics

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