Article ID Journal Published Year Pages File Type
416868 Computational Statistics & Data Analysis 2006 7 Pages PDF
Abstract

An exact algorithm is provided for finding the least median of squares (LMS) line for a bivariate regression with no intercept term. It is shown that the popular Program for RObust reGRESSion (PROGRESS) routine will not, in general, find the LMS slope when the intercept is suppressed. A Microsoft Excel workbook that provides the code in Visual Basic is made available at http://www.wabash.edu/econexcel/LMSOrigin.

Related Topics
Physical Sciences and Engineering Computer Science Computational Theory and Mathematics
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