Need Reference for Iteratively Reweighted LS

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Article #504

#504

From: Jonathan Freeman
Date: Thu, 15 Oct 1992 18:32

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I have been using iteratively reweighted least squares to fit a non-linear
model with a number of parameters. The errors are unequal so I use
weighted least squares. The problem I have is that I am unsure of the 
final scaling factor. Usually this scaling factor involves a square and 
derivative of the influence function used. I have a number of papers (Huber, Street et al) which discuss this, but they are all a bit fuzzy. Can 
anyone give me a VERY straightforward reference preferably in 
a journal. Again I want a good reference for weighted multi-parameter
IRLS and am unsure of how to obtain the final errors on the parameter
estimates. Thanks! e-mail or post.

                 Jonathan Freeman
                 Steward Observatory 
	         University of Arizona

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From: freeman@olympus.as.arizona.edu (Jonathan Freeman)
Newsgroups: sci.math.stat
Subject: Need Reference for Iteratively Reweighted LS
Message-ID: <1992Oct15.183239.1619@organpipe.uug.arizona.edu>
Date: 15 Oct 92 18:32:39 GMT
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Organization: University of Arizona, Tucson, AZ
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