A New Efficient Redescending M-Estimator for Robust Fitting of Linear Regression Models in the Presence of Outliers

Table 10

Estimates of the model parameters for Brownlee’s stackloss data.

Method	Estimate of β0	Estimate of β1	Estimate of β2	Estimate of β3	WSSR
OLS	−39.9197	0.7156	1.2953	−0.1521	178.83
Huber	−41.0265	0.8294	0.9261	−0.1278	200.765
Hampel	−40.4747	0.7411	1.2251	−0.1455	256.768
Andrew	−40.7300	0.9370	0.5350	−0.111	225.870
Tukey	−42.2853	0.9275	0.6507	−0.1123	253.426
ALI	−37.1170	0.7679	0.7951	−0.1046	212.148