, Volume 41, Issue 1, pp 9–34

Three steps towards robust regression

  • Howard Wainer
  • David Thissen

DOI: 10.1007/BF02291695

Cite this article as:
Wainer, H. & Thissen, D. Psychometrika (1976) 41: 9. doi:10.1007/BF02291695


The three most commonly used statistics, the arithmetic mean, variance, and the product-moment correlation, are most unfortunate choices when data are not strictly Gaussian. A new measure of correlation and a measure of scale are proposed which are substantially more robust than their least squares counterparts. An illustration shows how increased robustness can be obtained through the use of equal regression weights without severe loss in accuracy. The paper also shows how incorporating knowledge about the theoretical structure of the regression coefficients into their estimation can aid substantially in increasing their robustness.

Copyright information

© Psychometric Society 1976

Authors and Affiliations

  • Howard Wainer
    • 1
  • David Thissen
  1. 1.The University of ChicagoUSA

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