Publication date: 08/13/2020

Fit Cauchy

Assumes that the errors have a Cauchy distribution. A Cauchy distribution has fatter tails than the normal distribution, resulting in a reduced emphasis on outliers. This option can be useful if you have a large proportion of outliers in your data. However, if your data are close to normal with only a few outliers, this option can lead to incorrect inferences. The Cauchy option estimates parameters using maximum likelihood and a Cauchy link function.

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