Least Median of Squares (LMS) Regression
Least Median of Squares er en robust lineær regressionsmetode introduceret af Peter J. Rousseeuw i 1984. I stedet for at minimere summen af kvadrerede residualer som ved almindelig mindste kvadraters metode, minimerer den medianen af de kvadrerede residualer, hvilket gør, at modellen kan modstå op til ca. 50% outliers.
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Method map
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Kilder
- Rousseeuw, P. J. (1984). Least Median of Squares Regression. Journal of the American Statistical Association, 79(388), 871-880. DOI: 10.1080/01621459.1984.10477105 ↗
- Hampel, F. R., Ronchetti, E. M., Rousseeuw, P. J., & Stahel, W. A. (1986). Robust Statistics: The Approach Based on Influence Functions. Wiley. ISBN: 978-0471735779
Sådan citerer du denne side
ScholarGate. (2026, June 1). Least Median of Squares Regression. ScholarGate. https://scholargate.app/da/statistics/least-median-squares
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- Mindste Trimmede Kvadraters (LTS) RegressionStatistik↔ compare
- Almindelig mindste kvadraters metode (OLS) regressionØkonometri↔ compare
- KvantilregressionØkonometri↔ compare
- RANSAC-regressionStatistik↔ compare
- Theil-Sen EstimatorStatistik↔ compare
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