Please explain why LTS is nonparametric. Also, please explain how you can use the analysis of robust regression to conjecture the usefulness of nonparametric regression.
whateverittakes 发表于 2013-12-17 07:20
Please explain why LTS is nonparametric. Also, please explain how you can use the analysis of robu ...
In my course website there is title called "nonparametric regression" and two sub-titles: One is called robust regression and another called smoothing.
If you think only smoothing is nonparametric, OK, I can accept that. Names are not important.
You can just simulate a non-normal error to do the simulation. And be sure that sample size shouldn't be too large. Or if CLT applies, then OLS should be good. Then generate another group of data to see which one predicts better or which one points to the correct model more often (these two are different under some circumstance).
LMS, as far as I recall, often do things wrong...
"In my course website there is title called "nonparametric regression" and two sub-titles: One is called robust regression and another called smoothing.
If you think only smoothing is nonparametric, OK, I can accept that. Names are not important.
You can just simulate a non-normal error to do the simulation. And be sure that sample size shouldn't be too large. Or if CLT applies, then OLS should be good. Then generate another group of data to see which one predicts better or which one points to the correct model more often (these two are different under some circumstance).
LMS, as far as I recall, often do things wrong..."
There is robust nonparametric regression (e.g. median coupling) but still I CANNOT believe that your uni Prof treated the whole robust regression subject as if it was a subcategory of nonparametric regression... I am done here.