Robust tests for linear regression models based on tau-estimates



This page contains R code implementing robust tests for linear regression models based on tau-estimates as proposed in: Salibian-Barrera, M., Van Aelst, S. and Yohai, V.J., (2016) Robust tests for linear regression models based on tau-estimates, Computational Statistics and Data Analysis, 93, 436-455. A preprint is available here. The paper is available here.

The required R functions and a script (in R) reproducing the Linguistics example is here.


Please send any comments or feedback to Matias at "matias+stat-ubc-ca".