TEEReg: Trimmed Elemental Estimation for Linear Models
Version 1.1

For fitting multiple linear regressions, the ordinary least squares approach is sensitive to outliers and/or violations of model assumptions. The trimmed elemental estimators are more robust to such situations. This package contains functions for computing the trimmed elemental estimates, as well as for creating the bias-corrected and accelerated bootstrap confidence intervals based on elemental regressions.

Package details

AuthorWei Jiang and Matthew S. Mayo
Date of publication2016-06-14 08:29:46
MaintainerWei Jiang <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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TEEReg documentation built on May 30, 2017, 7:20 a.m.