#robustregression — Public Fediverse posts
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`The redescending M-estimators are slightly more efficient than the Huber estimator for several symmetric, wider tailed distributions, but about 20% more efficient than the Huber estimator for the Cauchy distribution. This is because they completely reject gross outliers, while the Huber estimator effectively treats these the same as moderate outliers.`
https://en.wikipedia.org/wiki/Redescending_M-estimator#Advantages
#statistics #robustRegression #regression #dataAnalysis #optimization