পদ্ধতির তুলনা করুন

	দৃঢ় রিগ্রেশন	Least Trimmed Squares (LTS) Regression	সাধারণ ন্যূনতম বর্গক্ষেত্র (OLS) রিগ্রেশন
ক্ষেত্র	পরিসংখ্যান	পরিসংখ্যান	অর্থমিতি
পরিবার	Regression model	Regression model	Regression model
উদ্ভবের বছর	1964	1984	2019
প্রবর্তক	Peter J. Huber (M-estimation, 1964); Frank Hampel (influence function, 1974)	Peter J. Rousseeuw	Wooldridge (textbook treatment); classical least squares
ধরন	Regression with outlier resistance	Robust linear regression	Linear regression
মৌলিক উৎস	Huber, P. J. (1964). Robust estimation of a location parameter. The 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
অপর নাম	M-estimation regression, robust linear regression, outlier-resistant regression, MM-estimation	LTS, least trimmed squares regression, trimmed least squares, robust regression	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
সম্পর্কিত	6	5	5
সারসংক্ষেপ	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.	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).