#statstab #385 Understanding and Implementing Robust Regression in R
Thoughts: Not a thorough guide, but shows how simple it is to use a robust regression (rlm vs lm).
#R #regression #robust #statistics #guide #tutorial #outliers #Mestimator
https://www.spsanderson.com/steveondata/posts/2023-11-28/index.html
'Outlier Robust and Sparse Estimation of Linear Regression Coefficients', by Takeyuki Sasai, Hironori Fujisawa.
http://jmlr.org/papers/v26/23-1583.html
#outlier #outliers #robust
A quotation from Nassim Nicholas Taleb
Cumulative errors depend largely on the big surprises, the big opportunities. Not only do economic, financial, and political predictors miss them, but they are quite ashamed to say anything outlandish to their clients — and yet events, it turns out, are almost always outlandish.Nassim Nicholas Taleb (b. 1960) Lebanese-American essayist, statistician, risk analyst, aphorist
The Black Swan, Part 2, ch. 10 “The Scandal of Prediction” (2007)
Sourcing, notes: wist.info/taleb-nassim-nichola…
#quote #quotes #quotation #qotd #blackswan #cumulativeerror #error #events #outlandishness #outliers #prediction #surprise
#Day7 of #30DayChartChallenge, theme: #Outliers
📦📉 Comparativa Boxplot: Rentabilidades log diarias de IBEX 35, S&P 500, Nasdaq (~3 años).
Nasdaq destaca por mayor volatilidad (IQR ~1.64% vs ~1.1%) y outlier máximo (+7.1% el 10-Nov-2022). Todos muestran "colas anchas".
Data: Yahoo Finance via #rstats {quantmod}. Viz: #ggplot2
📂 Código: https://t.ly/JxcM1
#dataviz #finance #StockMarket #Volatility #quant #IBEX35 #SP500 #Nasdaq