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

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andalibar@gmail.com

Posts: 17
Registered: 2/28/07
non-mse error criterion for linear regression
Posted: Jan 31, 2013 9:01 PM
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hi

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



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