Сравнение на методи

	Регресия на Хюбер	Регресия на най-малките отрязани квадрати (LTS)	Метод на най-малките квадрати (МНК)
Област	Статистика	Статистика	Иконометрия
Семейство	Regression model	Regression model	Regression model
Година на възникване	1964	1984	2019
Създател	Peter J. Huber	Peter J. Rousseeuw	Wooldridge (textbook treatment); classical least squares
Тип	Robust linear regression (M-estimation)	Robust linear regression	Linear regression
Основополагащ източник	Huber, P. J. (1964). Robust Estimation of a Location Parameter. Annals of Mathematical Statistics, 35(1), 73-101.	Rousseeuw, P. J. (1984). Least Median of Squares Regression. Journal of the American Statistical Association, 79(388), 871-880.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Други названия	Huber M-estimator, Huber loss regression, robust regression, Huber Regresyonu	LTS, least trimmed squares regression, trimmed least squares, robust regression	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Свързани	5	5	5
Резюме	Huber regression is a robust linear regression method, introduced by Peter J. Huber in 1964, that resists the influence of outliers by treating small and large residuals differently. It applies a squared (OLS-like) loss to small residuals and a milder absolute-value loss to large ones, so extreme observations cannot dominate the fit.	Least Trimmed Squares is a robust linear regression method introduced by Peter J. Rousseeuw in 1984. Instead of fitting all residuals, it estimates the coefficients by minimising the sum of only the h smallest squared residuals, which gives it a breakdown point of up to 50% and reliable estimates on data heavily contaminated by outliers.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).