Accession Number : ADA114534

Title :   Iteratively Reweighted Least Squares - Encyclopedia Entry.

Descriptive Note : Technical summary rept.,

Corporate Author : WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s) : Rubin,Donald B

PDF Url : ADA114534

Report Date : Feb 1982

Pagination or Media Count : 11

Abstract : Iteratively Reweighted least Squares (IRLS) is a computationally attractive method for providing estimated regression coefficient that are relatively unaffected by extreme observations. Definitions and statistical justifications are reviewed, and a numerical example and a multivariate extension are included. This article is to be an entry in The Encyclopedia of Statistical Sciences. (Author)

Descriptors :   *Least squares method, *Weighting functions, *Statistical analysis, Algorithms, Iterations, Regression analysis, Statistics, Probability, Estimates, Distribution functions

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE