Robust Regression || Robust Least Squares Method || EViews || EViews Tutorial

Hello everyone....
In this video I shall explain Robust Regression/ Robust Least Squares method.
Ordinary least squares (OLS) estimators are sensitive to the presence of observations that lie outside the norm for the regression model of interest.
Robust least squares refers to a variety of regression methods designed to be robust, or less sensitive, to outliers.
EViews offers three different methods for robust least squares:
1. M-estimation (Huber, 1973)
2. S-estimation (Rousseeuw and Yohai, 1984)
3. MM-estimation (Yohai 1987)
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