Displaying 1 result from an estimated 1 matches for "robustsd".
2005 Nov 13
4
Robust Non-linear Regression
...://www.graphpad.com/articles/RobustNonlinearRegression_files/frame.htm>
in short: instead of using the premise that the residuals are gaussian they
propose a Lorentzian distribution,
in stead of minimizing the squared residus SUM (Y-Yhat)^2, the objective
function is now
SUM log(1+(Y-Yhat)^2/ RobustSD)
where RobustSD is the 68th percentile of the absolute value of the residues
my question is: is there a smart and elegant way to change to objective
function from squared Distance to log(1+D^2/Rsd^2) ?
or alternatively to write this as a weighted non-linear regression where the
weights are re...