Some software for computing robust linear or nonlinear regression estimators

Abstract

One reason that robust methods are often not used in practice is the lack of affordable easy to use software. This paper addresses this issue by providing instructions, examples, and code for using Fortran and LISPSTAT to compute MM-estimates and other robust regression estimates. LISPSTAT is a graphical computing environment available for Unix-based, Dos and Macintosh computers at no charge to the user.

Keywords:

• computational
• LISPSTAT
• MM-estimates