Porovnat metody
Prohlédněte si vybrané metody vedle sebe; řádky, které se liší, jsou zvýrazněny.
| Regrese metodou nejmenšího mediánu čtverců (LMS)× | Regrese nejmenších ořezaných čtverců (Least Trimmed Squares, LTS)× | |
|---|---|---|
| Obor | Statistika | Statistika |
| Rodina | Regression model | Regression model |
| Rok vzniku | 1984 | 1984 |
| Tvůrce | Peter J. Rousseeuw | Peter J. Rousseeuw |
| Typ | Robust linear regression | Robust linear regression |
| Původní zdroj | Rousseeuw, P. J. (1984). Least Median of Squares Regression. Journal of the American Statistical Association, 79(388), 871-880. DOI ↗ | Rousseeuw, P. J. (1984). Least Median of Squares Regression. Journal of the American Statistical Association, 79(388), 871-880. DOI ↗ |
| Další názvy≠ | LMS, least median of squares regression, en küçük medyan kareler (LMS) | LTS, least trimmed squares regression, trimmed least squares, robust regression |
| Příbuzné | 5 | 5 |
| Shrnutí≠ | Least Median of Squares is a robust linear regression method introduced by Peter J. Rousseeuw in 1984. Instead of minimising the sum of squared residuals like ordinary least squares, it minimises the median of the squared residuals, which lets the fit resist contamination by up to roughly 50% outliers. | 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. |
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