Abstract
Robust regression methods have advantages over classical least-squares (LS) regression if the strict model assumptions used for LS regression are violated. We briefly review LMS and LTS regression as robust alternatives to LS regression, and illustrate their advantages. Furthermore, it is demonstrated how robust regression can be used if the response variable contains relative rather than absolute information.
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Hron, K., Filzmoser, P. (2010). Elements of Robust Regression for Data with Absolute and Relative Information. In: Borgelt, C., et al. Combining Soft Computing and Statistical Methods in Data Analysis. Advances in Intelligent and Soft Computing, vol 77. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-14746-3_41
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DOI: https://doi.org/10.1007/978-3-642-14746-3_41
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-14745-6
Online ISBN: 978-3-642-14746-3
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