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.The DOS executable is available here.
Click to go to my homepage