[SciPy-User] Least median of squares for regression in scipy?

Jason Rennie jrennie@gmail....
Tue Aug 24 09:38:17 CDT 2010


On Tue, Aug 24, 2010 at 10:05 AM, Jorge Scandaliaris <jorgesmbox-ml@yahoo.es
> wrote:

> Thanks, I am not very proficient with the subject, I am just trying to use
> it as
> a tool in a very particular task. I'll check the links you provide. BTW,
> this
> reference is what I was taking about  with "least median of squares":
>
> http://www.stats.uwo.ca/faculty/aim/2004/04-259/ExtraReading/LeastMedianOfSquaresRegression.pdf


Ah, I see.  Least median of squares is different, using the median
(squared/absolute) deviation as the objective to minimize.  Huber's
estimators seem to be more popular FWIW...

Jason

-- 
Jason Rennie
Research Scientist, ITA Software
617-714-2645
http://www.itasoftware.com/
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