Comparar métodos
Revisa los métodos seleccionados uno junto a otro; las filas que difieren aparecen resaltadas.
| Regresión por Mínimos Cuadrados Recortados (LTS)× | Regresión por Mínimos Cuadrados Ordinarios (MCO)× | |
|---|---|---|
| Campo≠ | Estadística | Econometría |
| Familia | Regression model | Regression model |
| Año de origen≠ | 1984 | 2019 |
| Autor original≠ | Peter J. Rousseeuw | Wooldridge (textbook treatment); classical least squares |
| Tipo≠ | Robust linear regression | Linear regression |
| Fuente seminal≠ | Rousseeuw, P. J. (1984). Least Median of Squares Regression. Journal of the American Statistical Association, 79(388), 871-880. DOI ↗ | Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860 |
| Alias≠ | LTS, least trimmed squares regression, trimmed least squares, robust regression | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu |
| Relacionados | 5 | 5 |
| Resumen≠ | 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). |
| ScholarGateConjunto de datos ↗ |
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