This DOS executable for LMS regression and MVE multivariate estimation is based on the paper
"High Breakdown Regression and Multivariate Estimation," by D.M. Hawkins
and J.S. Simonoff, which
appeared in *Applied Statsitics* in 1993. 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 (assuming a
regression is being performed). A case
number variable as the first column is permitted, but not required.