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Results tagged with trimmed-mean
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user 16665
A k-trimmed mean is a mean where the largest and smallest k% of the observations are removed before the mean is calculated.
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How to interpret output from least trimmed squares estimate and compare it to OLS?
I have to compute and compare the least squares method on a model to the least trimmed method.
The LS model results were:
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Int …
- 41