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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 biascorrected and accelerated bootstrap confidence intervals based on elemental regressions.
Package details 


Author  Wei Jiang and Matthew S. Mayo 
Date of publication  20160614 08:29:46 
Maintainer  Wei Jiang <[email protected]> 
License  GPL (>= 2) 
Version  1.1 
Package repository  View on CRAN 
Installation 
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