outlier

Bayesian robust correlations with brms (and why you should love Student's $t$)

[edited Apr 21, 2021] In this post, we’ll show how Student’s \(t\)-distribution can produce better correlation estimates when your data have outliers. As is often the case, we’ll do so as Bayesians.

Robust Linear Regression with Student’s $t$-Distribution

[edited Nov 30, 2020] The purpose of this post is to demonstrate the advantages of the Student’s \(t\)-distribution for regression with outliers, particularly within a Bayesian framework. I make assumptions I’m presuming you are familiar with linear regression, familiar with the basic differences between frequentist and Bayesian approaches to fitting regression models, and have a sense that the issue of outlier values is a pickle worth contending with.