To illustrate this, we used the design described before to perform a small scale
simulation experiment based only on 5, 000 replications, where we also studied the
estimators implemented in Stata (StataCorp., 2009) by Verardi and Croux (2009)
and by Jann (2010). The additional estimators considered are an M-estimator using
Huber weights as defined in (2), the S-estimator of Rousseeuw and Yohai (1987), the
MM-estimator of Yohai (1987), and the least median of squares and least trimmed
squares of Rousseeuw (1984)