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Monte Carlo for Robust Regression: The Swindle Unmasked

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  • Paul W. Holland

Abstract

This paper gives an alternative derivation of a Monte Carlo method that has been used to study robust estimators. Extensions of the technique to the regression case are also considered and some computational points are briefly mentioned.

Suggested Citation

  • Paul W. Holland, 1973. "Monte Carlo for Robust Regression: The Swindle Unmasked," NBER Working Papers 0010, National Bureau of Economic Research, Inc.
    • Handle: RePEc:nbr:nberwo:0010
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    File URL: http://www.nber.org/papers/w0010.pdf
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    Cited by:

    1. David C. Hoaglin, 1973. "Monte Carlo Techniques in Studying Robust Estimators," NBER Working Papers 0016, National Bureau of Economic Research, Inc.
    2. Richard W. Hill & Paul W. Holland, 1974. "A Monte Carlo Study of Two Robust Alternatives of Least Square Regression Estimation," NBER Working Papers 0058, National Bureau of Economic Research, Inc.

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