Date: Jan 31, 2013 9:01 PM
Subject: non-mse error criterion for linear regression


Consider a robust regression problem like this
x = (-1:0.02:1)';
y = x+0.9*normrnd(0,0.1,length(x),1)+0.1*normrnd(4,0.1,length(x),1);
brob = robustfit(x,y)

I belive that both regress and robustfit employ mean square error. How can I used a different error criterion to solve the same problem?

Thank you