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رگرسیون مقاوم×رگرسیون حداقل مربعات هرس‌شده (LTS)×رگرسیون کوانتایل×
حوزهآمارآماراقتصادسنجی
خانوادهRegression modelRegression modelRegression model
سال پیدایش196419841978
پدیدآورPeter J. Huber (M-estimation, 1964); Frank Hampel (influence function, 1974)Peter J. RousseeuwKoenker & Bassett
نوعRegression with outlier resistanceRobust linear regressionConditional quantile regression
منبع بنیادینHuber, P. J. (1964). Robust estimation of a location parameter. The Annals of Mathematical Statistics, 35(1), 73–101. DOI ↗Rousseeuw, P. J. (1984). Least Median of Squares Regression. Journal of the American Statistical Association, 79(388), 871-880. 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-estimationLTS, least trimmed squares regression, trimmed least squares, robust regressionconditional quantile regression, regression quantiles, Kantil Regresyon
مرتبط655
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.Least Trimmed Squares is a robust linear regression method introduced by Peter J. Rousseeuw in 1984. Instead of fitting all residuals, it estimates the coefficients by minimising the sum of only the h smallest squared residuals, which gives it a breakdown point of up to 50% and reliable estimates on data heavily contaminated by outliers.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 · Least Trimmed Squares · Quantile Regression. بازیابی‌شده در 2026-06-18 از https://scholargate.app/fa/compare