A new approach to least median of squares and regression through the origin


Kayhan Y., Gunay S.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.37, sa.5, ss.773-781, 2008 (SCI-Expanded) identifier identifier

Özet

When the regression model passes through the origin, PROGRESS algorithm fails to find the exact minimum least median of squares (LMS). Therefore Barreto and Maharry (2006) proposed a new algorithm for finding the true LMS. In this paper, a new method is introduced to find the LMS solution, when the intercept is suppressed and regression model includes at most two unknown parameters, in the case of an odd number of data points.