A Fast Procedure for Outlier Diagnostics in Large Regression Problems
大型回归问题中的快速离群诊断程序
We propose a procedure for computing a fast approximation to regression estimates based on the minimization of a robust scale. The procedure can be applied with a large number of independent variables where the usual algorithms require an unfeasible or extremely costly computer time. Also, it can be incorporated in any high-breakdown estimation method and may improve it with just little additional computer time. The procedure minimizes the robust scale over a set of…