, Volume 41, Issue 1, pp 9–34 | Cite as

Three steps towards robust regression

  • Howard Wainer
  • David Thissen


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.


Regression Coefficient Public Policy Statistical Theory Regression Weight Severe Loss 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Psychometric Society 1976

Authors and Affiliations

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

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