| Abstract: | An iterative, self-weighting procedure is presented for the fitting of straight lines to data with heteroscedastic error-variances in the response variable. The error-variances are assumed to be unknown, even relative to each other. The procedure is compared with the “resistant line” method advocated by Emerson and Hoaglin Emerson and Hoaglin, 1983], using extensive Monte-Carlo calculations. The proposed method is simple and easily automated, and gives parameter-estimates with smaller variance (higher efficiency) than those resulting from the resistant line technique. A BASIC program to perform the self-weighting fit is given in an appendix |
