In robust statistics, repeated median regression, also known as the repeated median estimator, is a robust linear regression algorithm.
The estimator has a breakdown point of 50%.
[1] Although it is equivariant under scaling, or under linear transformations of either its explanatory variable or its response variable, it is not under affine transformations that combine both variables.
time by brute force, in
time using more sophisticated techniques,[2] or in
randomized expected time.
[3] It may also be calculated using an on-line algorithm with
[4] The repeated median method estimates the slope of the regression line
for a set of points
[5] The estimated Y-axis intercept is defined as where
[5] A simpler and faster alternative to estimate the intercept
just estimated, thus:[5] Note: The direct and hierarchical methods of estimating
give slightly different values, with the hierarchical method normally being the best estimate.
This latter hierarchical approach is idential to the method of estimating
in Theil–Sen estimator regression.
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