Comparer des méthodes
Examinez les méthodes sélectionnées côte à côte ; les lignes qui diffèrent sont mises en évidence.
| Diagnostics d'influence (Distance de Cook, DFFITS, Effet de levier)× | Estimation par écart absolu médian (MAD)× | |
|---|---|---|
| Domaine | Statistique | Statistique |
| Famille | Regression model | Regression model |
| Année d'origine≠ | 1977 | 1974 |
| Auteur d'origine≠ | R. Dennis Cook (Cook's distance); Belsley, Kuh & Welsch (DFFITS, leverage) | Hampel (influence-curve treatment); classical robust statistics |
| Type≠ | Regression diagnostic | Robust scale estimator |
| Source fondatrice≠ | Cook, 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 ↗ |
| Alias≠ | Cook's distance, DFFITS, leverage, influential observation detection | median absolute deviation, MAD scale estimator, robust scale estimation, Medyan Mutlak Sapma (MAD) Tahmini |
| Apparentées | 5 | 5 |
| Résumé≠ | Influence 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. |
| ScholarGateJeu de données ↗ |
|
|