Сравнение на методи

	Устойчива логистична регресия	Логистична регресия	Метод на най-малките квадрати (МНК)
Област	Статистика	Статистика за изследвания	Иконометрия
Семейство	Regression model	Process / pipeline	Regression model
Година на възникване	2001	1958	2019
Създател	Cantoni & Ronchetti (2001); Bondell (2008)	David Roxbee Cox	Wooldridge (textbook treatment); classical least squares
Тип	Robust generalized linear model (binary outcome)	Method	Linear regression
Основополагащ източник	Cantoni, E. & Ronchetti, E. (2001). Robust Inference for Generalized Linear Models. Journal of the American Statistical Association, 96(455), 1022-1030.	Cox, D. R. (1958). The regression analysis of binary sequences. Journal of the Royal Statistical Society, Series B, 20(2), 215–242.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Други названия	robust binary regression, weighted logistic regression, Mallows-type logistic regression, Robust Lojistik Regresyon	logit model, binomial logistic regression, LR	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Свързани	5	3	5
Резюме	Robust Logistic Regression is a variant of logistic regression that is resistant to outliers and leverage points, fitting a binary or categorical outcome with Mallows-type weighted estimation. The robust framework for generalized linear models was developed by Cantoni and Ronchetti (2001), with a weighting approach later refined by Bondell (2008).	Logistic regression is a statistical method for modeling the probability of a binary outcome (disease present/absent, success/failure) as a function of continuous and categorical predictors. Developed by David Roxbee Cox (1958), it solves the problem of predicting categorical outcomes by applying a logistic transformation to constrain predictions to the [0,1] probability interval, enabling accurate risk stratification, diagnostic prediction, and causal inference in epidemiology, medicine, and social science.	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).