Least Median Squares: A Robust Regression Techique

Ozlem Onder
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Ozlem Onder: Ege Universitesi Iktisadi ve Idari Bilimler Fakultesi, Isletme Bolumu

Ege Academic Review, 2001, vol. 1, issue 1, 185-191

Abstract: 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.

JEL-codes: C1 (search for similar items in EconPapers)
Date: 2001
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Persistent link: https://EconPapers.repec.org/RePEc:ege:journl:v:1:y:2001:i:1:p:185-191

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