The Math Forum

Search All of the Math Forum:

Views expressed in these public forums are not endorsed by NCTM or The Math Forum.

Math Forum » Discussions » Software » comp.soft-sys.matlab

Notice: We are no longer accepting new posts, but the forums will continue to be readable.

Topic: non-mse error criterion for linear regression
Replies: 1   Last Post: Oct 14, 2013 6:03 PM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]

Posts: 17
Registered: 2/28/07
non-mse error criterion for linear regression
Posted: Jan 31, 2013 9:01 PM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply


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

Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© The Math Forum at NCTM 1994-2018. All Rights Reserved.