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.

Report Date:

1982-02-01

Pagination or Media Count:

11.0

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