稳建回归的反复加权最小二乘迭代解法及其应用

用反复加权最小二乘迭代法求得稳健回归方程，将稳健回归方程与最小二乘的回归方程作了比较。结果表明，稳健使残差绝对值之和逐步减小并收敛。这种方法用于长江中下游降水预报，独立与非独立样本资料的检验表明，稳健回归方程比最小二乘回归效果好。

A Method of Iteratively Reweighted Least Square and Its Application

The robust regression is obtained by using the method called the iteratively reweighted least squares (IRWLS). The comparison between robust regression and least squares (LS) regression is also made. The results point out that the procedure may lead to gradual reduction and convergence of the sum of absolute residuals. This procedure is also used to forecast the rainfall over the middle and lower reaches of the Changjiang River. The tests on dependent and independent sample data prove that the IRWLS is better than the LS