TY  - BOOK
AU  - Coleman,David E.
AU  - Holland,Paul W.
AU  - Kaden,Neil
AU  - Klema,Virginia
ED  - National Bureau of Economic Research.
TI  - A System of Subroutines For Iteratively Reweighted Least Squares Computations
T2  - NBER working paper series
PY  - 1977///
CY  - Cambridge, Mass.
PB  - National Bureau of Economic Research
N1  - July 1977; Hardcopy version available to institutional subscribers
N2  - A description of a system of subroutines to compute solutions to the iteratively reweighted least squares problem is presented. The weights are determined from the data and linear fit and are computed as functions of the scaled residuals. Iteratively reweighted least squares is a part of robust statistics where "robustness" means relative insensitivity to moderate departures from assumptions. The software for iteratively reweighted least squares is cast as semi-portable Fortran code whose performance is unaffected (in the sense that performance will not be degraded) by the computer or operating-system environment in which it is used. An [ell sub1] start and an [ell sub2] start are provided. Eight weight functions, a numerical rank determination, convergence criterion, and a stem-and-leaf display are included
UR  - https://www.nber.org/papers/w0189
UR  - http://dx.doi.org/10.3386/w0189
ER  -