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Mediaanin absoluuttisen poikkeaman (MAD) estimointi×OLS-regressio (Ordinary Least Squares)×Permutaatiotesti (Randomisointitesti)×
TieteenalaTilastotiedeEkonometriaTilastotiede
MenetelmäperheRegression modelRegression modelRegression model
Syntyvuosi197420192005
KehittäjäHampel (influence-curve treatment); classical robust statisticsWooldridge (textbook treatment); classical least squaresGood (2005); Edgington & Onghena (2007); resampling tradition
TyyppiRobust scale estimatorLinear regressionNonparametric resampling test
AlkuperäislähdeHampel, 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: 978-1337558860Good, P. (2005). Permutation, Parametric and Bootstrap Tests of Hypotheses (3rd ed.). Springer. ISBN: 978-0387202792
Rinnakkaisnimetmedian absolute deviation, MAD scale estimator, robust scale estimation, Medyan Mutlak Sapma (MAD) Tahminiordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonurandomization test, exact permutation test, re-randomization test, Permütasyon Testi
Liittyvät555
TiivistelmäMedian 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).The permutation test is a nonparametric resampling procedure that builds the sampling distribution of a test statistic directly from the data by repeatedly shuffling the group labels. Developed in the resampling tradition and treated systematically by Good (2005) and Edgington & Onghena (2007), it requires no parametric distributional assumption and yields an exact p-value.
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ScholarGateVertaile menetelmiä: MAD Estimation · OLS Regression · Permutation Test. Haettu 2026-06-17 osoitteesta https://scholargate.app/fi/compare