Regression Analysis - Other Methods

Other Methods

Although the parameters of a regression model are usually estimated using the method of least squares, other methods which have been used include:

  • Bayesian methods, e.g. Bayesian linear regression
  • Percentage regression, for situations where reducing percentage errors is deemed more appropriate.
  • Least absolute deviations, which is more robust in the presence of outliers, leading to quantile regression
  • Nonparametric regression, requires a large number of observations and is computationally intensive
  • Distance metric learning, which is learned by the search of a meaningful distance metric in a given input space.

Read more about this topic:  Regression Analysis

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