ScholarGate
Asistent

Porovnat metody

Prohlédněte si vybrané metody vedle sebe; řádky, které se liší, jsou zvýrazněny.

Logistická regrese×MM-odhad pro robustní regresi×Kvantilová regrese×
OborStatistika ve výzkumuStatistikaEkonometrie
RodinaProcess / pipelineRegression modelRegression model
Rok vzniku195819871978
TvůrceDavid Roxbee CoxVictor J. YohaiKoenker & Bassett
TypMethodRobust linear regressionConditional quantile regression
Původní zdrojCox, D. R. (1958). The regression analysis of binary sequences. Journal of the Royal Statistical Society, Series B, 20(2), 215–242. DOI ↗Yohai, V. J. (1987). High Breakdown-Point and High Efficiency Robust Estimates for Regression. Annals of Statistics, 15(2), 642-656. DOI ↗Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗
Další názvylogit model, binomial logistic regression, LRMM-estimation, MM robust regression, high-breakdown high-efficiency estimator, MM-Tahmin Ediciconditional quantile regression, regression quantiles, Kantil Regresyon
Příbuzné355
ShrnutíLogistic 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.The MM-estimator is a robust linear regression method introduced by Victor J. Yohai in 1987. It combines the high breakdown point of an S-estimator with the high efficiency of an M-estimator, so it resists outliers strongly while still using the data efficiently when errors are well-behaved.Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.
ScholarGateDatová sada
  1. v1
  2. 2 Zdroje
  3. PUBLISHED
  1. v1
  2. 2 Zdroje
  3. PUBLISHED
  1. v1
  2. 2 Zdroje
  3. PUBLISHED

Přejít na hledání Stáhnout prezentaci

ScholarGatePorovnat metody: Logistic Regression · MM-Estimator · Quantile Regression. Získáno 2026-06-19 z https://scholargate.app/cs/compare