Design of anSFunction for Robust Regression Using Iteratively Reweighted Least Squares

1992 ◽  
Vol 1 (3) ◽  
pp. 181-196 ◽  
Author(s):  
Richard M. Heiberger ◽  
Richard A. Becker
Keyword(s):  
Least Squares ◽  
Robust Regression ◽  
Iteratively Reweighted Least Squares

scholarly journals A Note on Computing Robust Regression Estimates Via Iteratively Reweighted Least Squares

1988 ◽  
Vol 42 (2) ◽  
pp. 152 ◽  
Author(s):  
James O. Street ◽  
Raymond J. Carroll ◽  
David Ruppert
Keyword(s):  
Least Squares ◽  
Robust Regression ◽  
Iteratively Reweighted Least Squares

scholarly journals Analytical quality assessment of iteratively reweighted least-squares (IRLS) method

2014 ◽  
Vol 20 (1) ◽  
pp. 132-141 ◽  
Author(s):  
Jianfeng Guo
Keyword(s):  
Least Squares ◽  
Order Approximation ◽  
Diagnostic Tools ◽  
Iteratively Reweighted Least Squares ◽  
First Order ◽  
Iterative Reweighting ◽  
First Order Approximation ◽  
Detectable Bias ◽  
Theoretical Analyses ◽  
Exact Analytical Method

The iteratively reweighted least-squares (IRLS) technique has been widely employed in geodetic and geophysical literature. The reliability measures are important diagnostic tools for inferring the strength of the model validation. An exact analytical method is adopted to obtain insights on how much iterative reweighting can affect the quality indicators. Theoretical analyses and numerical results show that, when the downweighting procedure is performed, (1) the precision, all kinds of dilution of precision (DOP) metrics and the minimal detectable bias (MDB) will become larger; (2) the variations of the bias-to-noise ratio (BNR) are involved, and (3) all these results coincide with those obtained by the first-order approximation method.

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