Need Reference for Iteratively Reweighted LS

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1 total messages Started by Jonathan Freeman Thu, 15 Oct 1992 18:32

#504

Author: 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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