Sunday, October 26, 2008

Robust Linear Regression

1. Classical Pincinple Component Regression
First Peform PCA analysis on the x-variables. Then
try to load first k princinple component of the system.

2. Robust Pincinple Component Regression
Classical Pincinple Component Regressionv+ Robust Covariance
Estimation+ Projection Pursuit

See the underlying link for further suggestion and matlab code

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