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Tag: robust

get p value and r value from HuberRegressor in Sklearn

I have datasets with some outliers. From the simple linear regression, using I can get coefficient, intercept, r_value, p_value, std_err But I want to apply robust regression method as I don’t want to include outliers. So I applied Huber regressor from Sklearn, from that, I can get, coefficient, intercept, scale, outliers. I am happy with the result as the coefficient

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