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Biometrika 1977 64(1):15-19; doi:10.1093/biomet/64.1.15
© 1977 by Biometrika Trust
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Robust regression via discriminant analysis

A. C. ATKINSON and D. R. COX

Department of Mathematics, Imperial College London

For linear regression with grouped data, and with an equal number of observations per grouping point, linear discriminant analysis is applied to the ordered response variables to find that combination which shows strongest linear regression. After a modification to remove weights with an anomalous sign, there results a robust estimate of slope. Generalizations are outlined.

Key Words: Discriminant analysis • Grouped data • Order statistics • Outlier • Robust regression


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