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تشخیص‌های نفوذ (فاصله کوک، DFFITS، اهرم)×برآورد انحراف مطلق میانه (MAD)×رگرسیون حداقل مربعات معمولی (OLS)×
حوزهآمارآماراقتصادسنجی
خانوادهRegression modelRegression modelRegression model
سال پیدایش197719742019
پدیدآورR. Dennis Cook (Cook's distance); Belsley, Kuh & Welsch (DFFITS, leverage)Hampel (influence-curve treatment); classical robust statisticsWooldridge (textbook treatment); classical least squares
نوعRegression diagnosticRobust scale estimatorLinear regression
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 ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
نام‌های دیگرCook's distance, DFFITS, leverage, influential observation detectionmedian absolute deviation, MAD scale estimator, robust scale estimation, Medyan Mutlak Sapma (MAD) Tahminiordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
مرتبط555
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.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).
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ScholarGateمقایسهٔ روش‌ها: Influence Diagnostics · MAD Estimation · OLS Regression. بازیابی‌شده در 2026-06-18 از https://scholargate.app/fa/compare