Bayesian Deming robustness with a high percentage of outliers
I just uploaded a video showing the differences between typical method comparison regressions when outliers with leverage are massively present in the data.
Here: robustness video
Bayesian Deming methods turn out to be particularly effective already at df=6 or df=5 for the T-distributed error term setting.
Nonparametric methods are not immune to coefficient shifting due to outliers and are less robust than expected.
Written on March 30, 2024