Is robustfit a form of MM-estimation?

3 ビュー (過去 30 日間)
Joe_Z
Joe_Z 2021 年 1 月 20 日
My understanding is that MM estimation is identical to M estimation, but rather than use OLS to estimatite the initial regression parameter we use an M estimation.I could not find any details on the robustfit documentation, but the fitlm with 'robustOpts' documentation has the line:
'For robust fitting, fitlm uses M-estimation to formulate estimating equations and solves them using the method of Iteratively Reweighted Least Squares (IRLS).'.
This sounds very much like MM-estimation, but due to the similarity of M and MM estimation and the many robust-regression methods out there I would just like to confirm in case my understanding is worng.

回答 (0 件)

カテゴリ

Help Center および File ExchangeMultiple Linear Regression についてさらに検索

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by