Linear least-squares estimates can behave badly when the error distribution is not normal, particularly when the errors are heavy-tailed. One remedy is to remove influential observations from the least-squares fit. Another approach, robust regression, is to use a fitting criterion that is not as vulnerable as least squares to unusual data. The most common general method of robust regression is M-estimation. This class of estimators can be regarded as a generalization of maximum-likelihood estimation. In this paper we discuss robust regression model for corn production by using two popular estimators; i.e. Huber estimator and Tukey bisquare estimator. Keywords : robust regression, M-estimation, Huber estimator, Tukey bisquare estimator
CITATION STYLE
Pratiwi, H., Susanti, Y., & Handajani, S. S. (2018). A Robust Regression by Using Huber Estimator and Tukey Bisquare Estimator for Predicting Availability of Corn in Karanganyar Regency, Indonesia. Indonesian Journal of Applied Statistics, 1(1), 37. https://doi.org/10.13057/ijas.v1i1.24090
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