37.9 References and Further Reading

A summary of formulas and techniques for least squares fitting can be found in the “Statistics” chapter of the Annual Review of Particle Physics prepared by the Particle Data Group,

• Review of Particle Properties, R.M. Barnett et al., Physical Review D54, 1 (1996) http://pdg.lbl.gov/

The Review of Particle Physics is available online at the website given above.

The tests used to prepare these routines are based on the NIST Statistical Reference Datasets. The datasets and their documentation are available from NIST at the following website,

More information on performing ridge regression with non-square or non-invertible regularizing matrices can be found in

• Hansen, P. C. (1998), Rank-Deficient and Discrete Ill-Posed Problems: Numerical Aspects of Linear Inversion. SIAM Monogr. on Mathematical Modeling and Computation, Society for Industrial and Applied Mathematics

The GSL implementation of robust linear regression closely follows the publications

• DuMouchel, W. and F. O’Brien (1989), "Integrating a robust option into a multiple regression computing environment," Computer Science and Statistics: Proceedings of the 21st Symposium on the Interface, American Statistical Association
• Street, J.O., R.J. Carroll, and D. Ruppert (1988), "A note on computing robust regression estimates via iteratively reweighted least squares," The American Statistician, v. 42, pp. 152-154.