Sammenlign metoder

	M-estimatorer (Robust Regression)	Mindste Trimmede Kvadraters (LTS) Regression	Almindelig mindste kvadraters metode (OLS) regression
Fagområde	Statistik	Statistik	Økonometri
Familie	Regression model	Regression model	Regression model
Oprindelsesår	2009	1984	2019
Ophavsperson	Peter J. Huber	Peter J. Rousseeuw	Wooldridge (textbook treatment); classical least squares
Type	Robust linear regression	Robust linear regression	Linear regression
Oprindelig kilde	Huber, P. J., & Ronchetti, E. M. (2009). Robust Statistics (2nd ed.). Wiley.	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
Aliasser	m-estimation, huber regression, robust m-regression, M-Tahmin Ediciler	LTS, least trimmed squares regression, trimmed least squares, robust regression	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Relaterede	5	5	5
Resumé	M-estimators are a robust generalisation of maximum likelihood estimation, formalised in the work of Peter J. Huber (Huber & Ronchetti, 2009). Instead of squaring every residual, they apply a bounded loss function so that large residuals from outliers are down-weighted rather than allowed to dominate the fit.	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).