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This paper is from Session 3B: Teaching robust methods
which comes under Topic 3: Statistics education at the post-secondary level             Full topic list


(Monday 3rd, 14:00-15:30)

The teaching of robust statistics for regression


Presenter


Abstract

We present some ideas on how to teach Robust Regression. We motivate the importance of robust estimation using a real data set and briefly discuss why diagnostic procedures based on the least squares estimates do not guarantee the detection of outlier observations. We also introduced regression M-estimates and discuss why they require an estimate of the error scale. Finally we introduce the class of S-estimates to obtain a robust estimate of the error scale.