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Regresión logística robusta×Estimación MM para Regresión Robusta×
CampoEstadísticaEstadística
FamiliaRegression modelRegression model
Año de origen20011987
Autor originalCantoni & Ronchetti (2001); Bondell (2008)Victor J. Yohai
TipoRobust generalized linear model (binary outcome)Robust linear regression
Fuente seminalCantoni, E. & Ronchetti, E. (2001). Robust Inference for Generalized Linear Models. Journal of the American Statistical Association, 96(455), 1022-1030. DOI ↗Yohai, V. J. (1987). High Breakdown-Point and High Efficiency Robust Estimates for Regression. Annals of Statistics, 15(2), 642-656. DOI ↗
Aliasrobust binary regression, weighted logistic regression, Mallows-type logistic regression, Robust Lojistik RegresyonMM-estimation, MM robust regression, high-breakdown high-efficiency estimator, MM-Tahmin Edici
Relacionados55
ResumenRobust Logistic Regression is a variant of logistic regression that is resistant to outliers and leverage points, fitting a binary or categorical outcome with Mallows-type weighted estimation. The robust framework for generalized linear models was developed by Cantoni and Ronchetti (2001), with a weighting approach later refined by Bondell (2008).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.
ScholarGateConjunto de datos
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  1. v1
  2. 2 Fuentes
  3. PUBLISHED

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ScholarGateComparar métodos: Robust Logistic Regression · MM-Estimator. Recuperado el 2026-06-18 de https://scholargate.app/es/compare