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حوزهآماریادگیری ماشیناقتصادسنجی
خانوادهRegression modelMachine learningRegression model
سال پیدایش196419961978
پدیدآورPeter J. Huber (M-estimation, 1964); Frank Hampel (influence function, 1974)Tibshirani, R.Koenker & Bassett
نوعRegression with outlier resistanceRegularized linear regression (L1 penalty)Conditional quantile regression
منبع بنیادینHuber, P. J. (1964). Robust estimation of a location parameter. The Annals of Mathematical Statistics, 35(1), 73–101. DOI ↗Tibshirani, R. (1996). Regression Shrinkage and Selection via the Lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288. DOI ↗Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗
نام‌های دیگرM-estimation regression, robust linear regression, outlier-resistant regression, MM-estimationLASSO Regresyonu, lasso, L1-regularized regression, L1 regularizationconditional quantile regression, regression quantiles, Kantil Regresyon
مرتبط645
خلاصهRobust regression estimates the linear relationship between a continuous outcome and predictors while sharply reducing the influence of outliers and leverage points. Unlike OLS, which is highly sensitive to extreme observations, robust methods assign down-weighted influence to atypical data points, producing coefficient estimates that remain stable even when a fraction of the data is contaminated or non-normally distributed.Lasso regression, introduced by Robert Tibshirani in 1996, is a linear regression method that adds an L1 penalty to the loss so that it shrinks coefficients and performs variable selection at the same time, producing a sparse model. By driving some coefficients exactly to zero it keeps only the predictors that matter.Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.
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ScholarGateمقایسهٔ روش‌ها: Robust Regression · Lasso Regression · Quantile Regression. بازیابی‌شده در 2026-06-18 از https://scholargate.app/fa/compare