In M-estimation, let ????(x) = 2(1 + x22 1). Find the influence function, and explain why
Question:
In M-estimation, let ????(x) = 2(√1 + x2∕2 − 1). Find the influence function, and explain why this gives a compromise between least squares and ????(x) =
|x|, having a bounded influence function with a smooth derivative at 0.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Foundations Of Linear And Generalized Linear Models
ISBN: 9781118730034
1st Edition
Authors: Alan Agresti
Question Posted: