Ana:
This is a BIG DEAL. There are many books and thousands of papers on
robust/resistant regression (the terms are often used synonomously, although
there is actually a difference in their meaning). Probably the best place to
start, and maybe finish, is the "Robust Statistics" chapter of MASS, by
Venables and Ripley (MASS = "Modern Applied Statistics with S-Plus"). This
book is ESSENTIAL for any serious S-Plus user, in my opinion. For more
details on robust regression, an old, but still good, overview can be found
in "Understanding Robust and Exploratory Data Analysis" by Hoaglin,
Mosteller, and Tukey. Unfortunately, this may be out of print.
Bert Gunter
Biometrics Research RY 70-38
Merck & Company
P.O. Box 2000
Rahway, NJ 07065-0900
Phone: (732) 594-7765
mailto: bert_gunter@merck.com
"The business of the statistician is to catalyze the scientific learning
process." -- George E.P. Box
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