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المجالالإحصاءالإحصاء
العائلةRegression modelRegression model
سنة النشأة1934 / 1980s1964
صاحب الطريقةHal White (sandwich variance); classical probit by Bliss (1934)Peter J. Huber (M-estimation, 1964); Frank Hampel (influence function, 1974)
النوعBinary outcome regression with robust inferenceRegression with outlier resistance
المصدر التأسيسيWooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586Huber, P. J. (1964). Robust estimation of a location parameter. The Annals of Mathematical Statistics, 35(1), 73–101. DOI ↗
الأسماء البديلةprobit with robust standard errors, sandwich-SE probit, heteroscedasticity-robust probit, M-estimation probitM-estimation regression, robust linear regression, outlier-resistant regression, MM-estimation
ذات صلة46
الملخصThe Robust Probit Model estimates the probability of a binary outcome using the probit link function while protecting inference from misspecification of the error distribution or heteroscedasticity. Coefficients are obtained via maximum likelihood; standard errors are then replaced by the sandwich (Huber-White) estimator, which remains consistent even when the assumed error variance is incorrect.Robust regression estimates the linear relationship between a continuous outcome and predictors while sharply reducing the influence of outliers and leverage points. Unlike OLS, which is highly sensitive to extreme observations, robust methods assign down-weighted influence to atypical data points, producing coefficient estimates that remain stable even when a fraction of the data is contaminated or non-normally distributed.
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  1. v1
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ScholarGateقارن الطرق: Robust Probit Model · Robust Regression. استُرجع بتاريخ 2026-06-15 من https://scholargate.app/ar/compare