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ERIC Number: ED415243
Record Type: Non-Journal
Publication Date: 1997
Pages: 13
Abstractor: N/A
Reference Count: N/A
Robust Estimates of Location and Dispersion.
Blankmeyer, Eric
This paper gives concise descriptions of a robust location statistic, the remedian of P. Rousseeuw and G. Bassett (1990) and a robust measure of dispersion, the "Sn" of P. Rousseeuw and C. Croux (1993). The use of Sn in least absolute errors regression (L1) is discussed, and BASIC programs for both statistics are provided. The remedian is an iterated median that needs a small amount of memory to process large data sets. It is an attractive robust estimator of location in large samples where the storage of the individual observations is impractical. The Sn estimator is unbiased and has an asymptotic efficiency of about 58%. Among its many applications is the question of a scale estimate for L1 regression problems, those that minimize the sum of the absolute residuals instead of the sum of the squared residuals. Appendixes contain both BASIC programs. (Author/SLD)
Publication Type: Reports - Descriptive
Education Level: N/A
Audience: N/A
Language: English
Sponsor: N/A
Authoring Institution: N/A