Least Median of Squares and Regression through the Origin

Abstract

An exact algorithm is provided for finding the Least Median of Squares (LMS) line for a bivariate regression with no intercept term. It is shown that the popular PROGRESS routine will not, in general, find the LMS slope when the intercept is suppressed.

Paper submitted to CSDA in January 2005. Paper published in March 2006. Click here for abstract and full text (from ScienceDirect).

The Excel workbooks below contain macros. To fully utilize the file, you must click the Enable Macros button when opening the workbooks. You may have to change your Security (execute Tools: Macros: Security and set to Medium) to Medium, then open the workbooks.

Description
File

Size (K)

Excel workbook with the code for an exact, analytical solution to the bivariate, zero intercept (y = mx) case.

Right-click the link and Save Target As or Download Link to your hard drive, then open the file from Excel.

LMSNoInt.xls

114

Word document that contains an introduction to LMS.

Right-click the link and Save Target As or Download Link to your hard drive, then open the file from Word.

LMSIntro.doc

125

Excel workbook that accompanies the LMSIntro.doc file.

Right-click the link and Save Target As or Download Link to your hard drive, then open the file from Excel.

LMS.xls

453

Contact Information

Humberto Barreto

Department of Economics

Wabash College

Crawfordsville, IN 47933

barretoh@wabash.edu

(765) 361-6315

David M. Maharry

Department of Mathematics and Computer Science

Wabash College

Crawfordsville, IN 47933

maharryd@wabash.edu

 

Last Updated: July 19, 2006



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