השוואת שיטות
סקרו את השיטות שבחרתם זו לצד זו; שורות שבהן יש הבדל מודגשות.
| אבחון השפעה (מרחק קוק, DFFITS, מינוף)× | אומדן סטיית תקן מוחלטת חציונית (MAD)× | |
|---|---|---|
| תחום | סטטיסטיקה | סטטיסטיקה |
| משפחה | Regression model | Regression model |
| שנת המקור≠ | 1977 | 1974 |
| הוגה השיטה≠ | R. Dennis Cook (Cook's distance); Belsley, Kuh & Welsch (DFFITS, leverage) | Hampel (influence-curve treatment); classical robust statistics |
| סוג≠ | Regression diagnostic | Robust scale estimator |
| מקור מכונן≠ | 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 ↗ |
| כינויים≠ | Cook's distance, DFFITS, leverage, influential observation detection | median absolute deviation, MAD scale estimator, robust scale estimation, Medyan Mutlak Sapma (MAD) Tahmini |
| קשורות | 5 | 5 |
| תקציר≠ | 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. |
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