Tukey's Biwelght. A popular (psi) function for robust regression is Tukey's biweight, where [ psi(z)= begin{cases}zleft[1-(z /
Question:
Tukey's Biwelght. A popular \(\psi\) function for robust regression is Tukey's biweight, where
\[
\psi(z)= \begin{cases}z\left[1-(z / a)^{2}\right]^{2}, & |z| \leq a \\ 0, & |z|>a\end{cases}
\]
with \(a=5\). Sketch the \(\psi\) function for \(a=5\) and discuss its behavior. Do you think that Tukey's biweight would give results similar to Andrews' wave function?
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Related Book For
Introduction To Linear Regression Analysis
ISBN: 9781119578727
6th Edition
Authors: Douglas C. Montgomery, Elizabeth A. Peck, G. Geoffrey Vining
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