Hi,
I was wondering how to perform Least Median Square Regression in SPSS? I have version 23. I also do not have any of the new modules installed. Thanks BM 
There are two ways to do this in Statistics, but both require that the (free) R Essentials be installed: SPSSINC ROBUST REGR (Analyze > Regression > Robust Regression) or SPSSINC QUANTREG (Analyze > Regression > Quantile Regression) specifying the .5 quantile. The latter is better if you have any categorical variables. On Tue, Oct 18, 2016 at 2:28 PM, Bryan Mac <[hidden email]> wrote: Hi, 
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Jon, are you sure about quantile regression with the .5 quantile? That produces Least (or Minimum) Absolute Deviations (LAD/MAD) regression, does it not?
I think Bryan is asking about something different. E.g., here is an excerpt from http://web.ipac.caltech.edu/staff/fmasci/home/astro_refs/LeastMedianOfSquares.pdf: "Classical least squares regression consists of minimizing the sum of the squared residuals. Many authors have produced more robust versions of this estimator by replacing the square by something else, such as the absolute value. In this article a different approach is introduced in which the sum is replaced by the median of the squared residuals." The first sentence describes OLS, the second LAD, and the third Least Median of Squares (LMS) regression. Cheers, Bruce

Bruce Weaver bweaver@lakeheadu.ca http://sites.google.com/a/lakeheadu.ca/bweaver/ "When all else fails, RTFM." NOTE: My Hotmail account is not monitored regularly. To send me an email, please use the address shown above. 
The .5 quantile regression minimizes the sum of absolute deviations around the median. Least median of squares would indeed be something different. I could cook up an extension command for this pretty easily, though if there is some general interest. On Tue, Oct 18, 2016 at 5:09 PM, Bruce Weaver <[hidden email]> wrote: Jon, are you sure about quantile regression with the .5 quantile? That 
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Hi Jon,
That would be great if you could add an extension command for the Least median of squares. I am also looking for a way to graph the least median of squares regression as well. Also, the link doesn't open for me. Thanks BM 
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Bryan, if you mean the link for the article that I posted, I wonder if you were having linewrap issues. Here it is again, on its own line:
http://web.ipac.caltech.edu/staff/fmasci/home/astro_refs/LeastMedianOfSquares.pdf If that is not the link you meant, please clarify. HTH.

Bruce Weaver bweaver@lakeheadu.ca http://sites.google.com/a/lakeheadu.ca/bweaver/ "When all else fails, RTFM." NOTE: My Hotmail account is not monitored regularly. To send me an email, please use the address shown above. 
In reply to this post by Bryan Mac
I'll work on that, although I won't be able to start right away. On Tue, Oct 25, 2016 at 3:01 PM, Bryan Mac <[hidden email]> wrote: Hi Jon, 
Hi Jon,
Thank you. Looking forward to that extension command. Bruce, thank you that link it is what I was looking for. Best, BM 
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