bounded influence regression Krasker & Welsch

From: Karen Lau (k2lau_at_netscape.net)
Date: 09/28/04 

Date: 27 Sep 2004 21:28:55 -0700

hi all

I am trying to implement the "efficient bounded-influence regression
estimation" algorithm in Krasker & Welsch 1982 paper. The authors
stated that the scale estimate sigma_n is nonrobust for regression
through the origin, does anyone have any suggestion how to work around
that? The regression model I am working on does not have a constant
term and when I ran the algorithm, the scale parameter just go to
zero.

thanks for any help

Karen

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