What does robust regression do?
A) Performs an OLS regression with more trustworthy standard errors
B) It gives a weight to each unit based on their distance from the mean of Y
C) Performs three types of regression analysis and presents the mean results
D) It gives a weight to each unit based on their total influence on the model

Question

Quizplus · Accepted Answer

Robust regression assigns weights to data points based on their influence on the model, reducing the impact of outliers.

What Does Robust Regression Do