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Regresión lineal simple robusta×Regresión lineal múltiple robusta×
CampoEstadísticaEstadística
FamiliaRegression modelRegression model
Año de origen1964-19871964–1980s
Autor originalPeter J. Huber (M-estimators, 1964); Rousseeuw & Leroy (practical framework, 1987)Peter J. Huber (M-estimators, 1964); extended by Rousseeuw, Yohai, and Maronna
TipoRobust linear regressionRobust linear regression
Fuente seminalRousseeuw, P. J., & Leroy, A. M. (1987). Robust Regression and Outlier Detection. John Wiley & Sons. ISBN: 978-0471852339Huber, P. J. (1964). Robust estimation of a location parameter. Annals of Mathematical Statistics, 35(1), 73–101. DOI ↗
Aliasrobust SLR, M-estimator simple regression, outlier-resistant simple regression, robust bivariate regressionrobust MLR, M-estimator regression, resistant multiple regression, robust OLS
Relacionados66
ResumenRobust simple linear regression fits a straight line through bivariate data using loss functions or weighting schemes that down-weight outliers, producing slope and intercept estimates that are far less sensitive to extreme observations than ordinary least squares while remaining easy to interpret.Robust multiple linear regression estimates the linear relationship between a continuous outcome and several predictors while being resistant to outliers and violations of the normality assumption. Instead of minimising the sum of squared residuals, it uses a bounded loss function — most commonly Huber's or Tukey's bisquare — so that extreme observations receive limited influence on the estimated coefficients.
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  1. v1
  2. 2 Fuentes
  3. PUBLISHED

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ScholarGateComparar métodos: Robust Simple linear regression · Robust Multiple linear regression. Recuperado el 2026-06-15 de https://scholargate.app/es/compare