Modified Least Trimmed Quantile Regression to Overcome Effects of Leverage Points

Table 3

RMSE and MAE values for QReg, LTQReg (20%), LTQReg (30%), RWLTQReg, RMD-LTQReg, and GM6-LTQReg at the three quantiles 0.25, 0.50, and 0.75 for the Star Cluster CYG OB1 dataset.

Tau	0.25		0.50		0.75
Methods	RMSE	MAE	RMSE	MAE	RMSE	MAE
QReg	0.9329833	0.6158796	0.5779843	0.46691973	0.7019406	0.5386939
LTQReg (20%)	0.3657860	0.2983784	0.3587201	0.29214575	0.4894114	0.3793147
LTQReg (30%)	0.3319383	0.2686921	0.2974692	0.24057749	0.3701667	0.2945234
RWLTQReg	0.2230726	0.1754545	0.1675843	0.13943182	0.2453746	0.2111627
RMD-LTQReg	0.1913885	0.1509400	0.1200552	0.09658939	0.1835636	0.1476853
GM6-LTQReg	0.4200258	0.3388333	0.3868742	0.31637312	0.3510218	0.2818068