From: Efficient and adaptive rank-based fits for linear models with skew-normal errors
α | β 1 | β 2 | β 3 |
| RobustR2 |
---|---|---|---|---|---|
α=−12 (Adaptive Choice) | 0.0035 | 0.2190 | 0.0368 | 0.3675 | 0.2743 |
α=−10 | 0.0030 | 0.2095 | 0.0480 | 0.3699 | 0.2732 |
α=−9 | 0.0037 | 0.1923 | 0.0514 | 0.3531 | 0.2828 |
α=−8 | 0.0042 | 0.1831 | 0.0544 | 0.3484 | 0.2865 |
α=−7 | 0.0043 | 0.1822 | 0.0537 | 0.3533 | 0.2849 |
α=−6 | 0.0044 | 0.1808 | 0.0540 | 0.3490 | 0.2884 |
α=−5 | 0.0044 | 0.1805 | 0.0531 | 0.3580 | 0.2838 |
α=−4 | 0.0043 | 0.1854 | 0.0449 | 0.3886 | 0.2668 |