The article discusses a method mixed estimating of parameters (MME) of a linear regression equation, which consists in using different loss functions in different parts of the sample. It is described in detail for the loss functions corresponding to the methods of smallest modules and anti-robust estimation. These methods behave differently with respect to emissions - observations that are not consistent with the sample as a whole. The first emissions ignores, the second to them is lured. A numerical example is considered.
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