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.