Σύγκριση μεθόδων

	Εκτίμηση MM για Ανθεκτική Παλινδρόμηση	Παλινδρόμηση Ελαχίστων Τετραγώνων (OLS)	Εκτιμητής Theil-Sen
Πεδίο	Στατιστική	Οικονομετρία	Στατιστική
Οικογένεια	Regression model	Regression model	Regression model
Έτος προέλευσης	1987	2019	1968
Δημιουργός	Victor J. Yohai	Wooldridge (textbook treatment); classical least squares	Henri Theil (1950); P. K. Sen (1968)
Τύπος	Robust linear regression	Linear regression	Robust linear regression
Θεμελιώδης πηγή	Yohai, V. J. (1987). High Breakdown-Point and High Efficiency Robust Estimates for Regression. Annals of Statistics, 15(2), 642-656.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Sen, P. K. (1968). Estimates of the Regression Coefficient Based on Kendall's Tau. Journal of the American Statistical Association, 63(324), 1379-1389.
Εναλλακτικές ονομασίες	MM-estimation, MM robust regression, high-breakdown high-efficiency estimator, MM-Tahmin Edici	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	Theil-Sen Tahmincisi, Theil-Sen regression, median slope estimator, Sen's slope estimator
Συναφείς	5	5	6
Σύνοψη	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.	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).	The Theil-Sen estimator is a robust linear regression method that estimates the slope as the median of the slopes computed over all pairs of data points. Introduced by Henri Theil in 1950 and extended by P. K. Sen in 1968, it tolerates outliers in the response with a breakdown point of about 29%.