Hill, Richard W. <br/><br/>
A Monte Carlo Study of Two Robust Alternatives of Least Square Regression Estimation / 
Richard W. Hill, Paul W. Holland. 
 - Cambridge, Mass.  National Bureau of Economic Research  1974. 
 - 1 online resource:  illustrations (black and white); 
 - NBER working paper series  no. w0058 .
 - Working Paper Series (National Bureau of Economic Research)  no. w0058. .
<br/><br/> September 1974. 
<br/><br/> We give some Monte Carlo results on the performance of two robust alternatives to least squares regression estimation - least absolute residuals and the one-step "sine" estimator. We show how to scale the residuals for the sine estimator to achieve constant efficiency at the Gaussian across various choices of X-matrix and give some results for the contaminated Gaussian distribution. 
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