Regresní analýza

Robustní lineární regrese v Matlabu
robustdemo(x,y);
[b_r,stats_r]=robustfit(x,y)
Use left mouse button to select and drag points
Use right mouse button to query point properties
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S
rez
n
i1
e
2
i
( y
i1
Mean Squared Error = S rez /n
Root Mean Squared Error
n
i
y)
i
2
yLeast 3
squares
Robust
2
1
0
-1
-2
-2.5 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2 2.5
x
RMSE
S rez
n
Least squares:
Robust:
Y = 2.95067 + 1.94112*X
Y = 2.9483 + 1.94524*X
RMS error = 0.520848
RMS error = 0.534759