This DOS executable for exact LMS regression is based on the paper "Distributing a Computationally Intensive Estimator: The Case of Exact LMS Regression," by D.M. Hawkins, J.S. Simonoff and A.J. Stromberg, which appeared in Computational Statistics in 1994. See that paper, or the original Fortran code, for details. The data file should be set up so that the target variable in the regression is the last column. A case number variable as the first column is permitted, but not required.
The DOS executable is available here.
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