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| Диагностика на влиянието (разстояние на Кук, DFFITS, ливъридж)× | Оценка на медианното абсолютно отклонение (MAD)× | Метод на най-малките квадрати (МНК)× | |
|---|---|---|---|
| Област≠ | Статистика | Статистика | Иконометрия |
| Семейство | Regression model | Regression model | Regression model |
| Година на възникване≠ | 1977 | 1974 | 2019 |
| Създател≠ | R. Dennis Cook (Cook's distance); Belsley, Kuh & Welsch (DFFITS, leverage) | Hampel (influence-curve treatment); classical robust statistics | Wooldridge (textbook treatment); classical least squares |
| Тип≠ | Regression diagnostic | Robust scale estimator | Linear regression |
| Основополагащ източник≠ | Cook, R. D. (1977). Detection of Influential Observations in Linear Regression. Technometrics, 19(1), 15-18. DOI ↗ | Hampel, F. R. (1974). The Influence Curve and Its Role in Robust Estimation. Journal of the American Statistical Association, 69(346), 383-393. DOI ↗ | Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860 |
| Други названия≠ | Cook's distance, DFFITS, leverage, influential observation detection | median absolute deviation, MAD scale estimator, robust scale estimation, Medyan Mutlak Sapma (MAD) Tahmini | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu |
| Свързани | 5 | 5 | 5 |
| Резюме≠ | Influence diagnostics are a family of post-fit measures that quantify how much each single observation affects a fitted regression. Cook's distance was introduced by R. Dennis Cook in 1977, with leverage and DFFITS formalised by Belsley, Kuh and Welsch in 1980, to flag the observations that most strongly pull the estimated coefficients. | Median Absolute Deviation estimation is a robust measure of statistical dispersion that replaces the standard deviation when outliers are present. Rooted in the influence-curve framework formalised by Hampel (1974), it summarises the spread of a continuous variable using medians instead of means, so a single extreme value cannot distort the result. | 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). |
| ScholarGateНабор от данни ↗ |
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