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تشخیص‌های نفوذ (فاصله کوک، DFFITS، اهرم)×برآورد انحراف مطلق میانه (MAD)×
حوزهآمارآمار
خانوادهRegression modelRegression model
سال پیدایش19771974
پدیدآورR. Dennis Cook (Cook's distance); Belsley, Kuh & Welsch (DFFITS, leverage)Hampel (influence-curve treatment); classical robust statistics
نوعRegression diagnosticRobust scale estimator
منبع بنیادینCook, R. D. (1977). Detection of Influential Observations in Linear Regression. Technometrics, 19(1), 15-18. DOI ↗Hampel, F. R. (1974). The Influence Curve and Its Role in Robust Estimation. Journal of the American Statistical Association, 69(346), 383-393. DOI ↗
نام‌های دیگرCook's distance, DFFITS, leverage, influential observation detectionmedian absolute deviation, MAD scale estimator, robust scale estimation, Medyan Mutlak Sapma (MAD) Tahmini
مرتبط55
خلاصهInfluence diagnostics are a family of post-fit measures that quantify how much each single observation affects a fitted regression. Cook's distance was introduced by R. Dennis Cook in 1977, with leverage and DFFITS formalised by Belsley, Kuh and Welsch in 1980, to flag the observations that most strongly pull the estimated coefficients.Median Absolute Deviation estimation is a robust measure of statistical dispersion that replaces the standard deviation when outliers are present. Rooted in the influence-curve framework formalised by Hampel (1974), it summarises the spread of a continuous variable using medians instead of means, so a single extreme value cannot distort the result.
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ScholarGateمقایسهٔ روش‌ها: Influence Diagnostics · MAD Estimation. بازیابی‌شده در 2026-06-15 از https://scholargate.app/fa/compare