A robust coefficient of determination for regression
نویسندگان
چکیده
منابع مشابه
On the determination coefficient in robust regression
In simple linear regression the determination coefficient tells us which percentage of the variance of the response variable is explained by the fitted linear mapping of the explanatory variable. In this paper we examine how to extend the notion of determination coefficient to mean absolute value and least median of squares regression. The concept behind our proposals for the extension originat...
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ژورنال
عنوان ژورنال: Journal of Statistical Planning and Inference
سال: 2010
ISSN: 0378-3758
DOI: 10.1016/j.jspi.2010.01.008