Short Communication: Least median of squares and regression through the origin

Authors:
Humberto Barreto;David Maharry
Affiliations:
Department of Economics, Wabash College, Crawfordsville, IN 47933, USA;Department of Mathematics and Computer Science, Wabash College, Crawfordsville, IN 47933, USA
Venue:
Computational Statistics & Data Analysis
Year:
2006

Citing 1
Cited 1

Robust regression and outlier detection

Robust regression and outlier detection

Computing the least quartile difference estimator in the plane

Computational Statistics & Data Analysis

Quantified Score

Hi-index	0.03

Visualization

Abstract

An exact algorithm is provided for finding the least median of squares (LMS) line for a bivariate regression with no intercept term. It is shown that the popular Program for RObust reGRESSion (PROGRESS) routine will not, in general, find the LMS slope when the intercept is suppressed. A Microsoft Excel workbook that provides the code in Visual Basic is made available at http://www.wabash.edu/econexcel/LMSOrigin.