Generation of test problems for L_p- and huber regression

Abstract

Numerical methods for obtaining (X|y), related to the linear model y = Xß + e, are presented. The user is allowed to specify the L_p or Huber solution vector B^* and is also free to choose the conditioning and the structure of X.

Keywords:

• robust regression
• overdetermined system of equations
• linear models
• outliers
• program testing
• problem construction