TEEReg: Trimmed Elemental Estimation for Linear Models

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.

Install the latest version of this package by entering the following in R:
AuthorWei Jiang and Matthew S. Mayo
Date of publication2016-06-14 08:29:46
MaintainerWei Jiang <wjiang@kumc.edu>
LicenseGPL (>= 2)

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