Score Engineered Robust Least Squares Regression
Methodology
2020-03-03 v1
Abstract
In other FICO Technical Papers, I have shown how to fit Generalized Additive Models (GAM) with shape constraints using quadratic programming applied to B-Spline component functions. In this paper, I extend the method to Robust Least Squares Regression.
Keywords
Cite
@article{arxiv.2003.01002,
title = {Score Engineered Robust Least Squares Regression},
author = {Bruce Hoadley},
journal= {arXiv preprint arXiv:2003.01002},
year = {2020}
}