विधियों की तुलना करें

	एस-अनुमानक (S-Estimator) सुदृढ़ प्रतिगमन (Robust Regression) के लिए	एमएम-अनुमान (MM-Estimation) सघन प्रतिगमन (Robust Regression) के लिए	साधारण न्यूनतम वर्ग (OLS) समाश्रयण
क्षेत्र	सांख्यिकी	सांख्यिकी	अर्थमिति
परिवार	Regression model	Regression model	Regression model
उद्भव वर्ष	1984	1987	2019
प्रवर्तक	Rousseeuw & Yohai (1984)	Victor J. Yohai	Wooldridge (textbook treatment); classical least squares
प्रकार	Robust linear regression	Robust linear regression	Linear regression
मौलिक स्रोत	Rousseeuw, P. J. & Yohai, V. J. (1984). Robust Regression by Means of S-Estimators. In Robust and Nonlinear Time Series Analysis (Lecture Notes in Statistics, Vol. 26, pp. 256-272). Springer.	Yohai, V. J. (1987). High Breakdown-Point and High Efficiency Robust Estimates for Regression. Annals of Statistics, 15(2), 642-656.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
उपनाम	S-estimation, robust S-regression, S-Tahmin Edici	MM-estimation, MM robust regression, high-breakdown high-efficiency estimator, MM-Tahmin Edici	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
संबंधित	5	5	5
सारांश	The S-estimator is a robust linear-regression method, introduced by Rousseeuw and Yohai in 1984, that estimates the coefficients by minimising a robust M-estimate of the residual scale rather than the variance of the residuals. By driving down a bounded measure of residual spread it can attain a breakdown point of up to 50%, so it stays reliable even when a large share of the data are outliers, and it provides the first stage of the well-known MM-estimator.	The MM-estimator is a robust linear regression method introduced by Victor J. Yohai in 1987. It combines the high breakdown point of an S-estimator with the high efficiency of an M-estimator, so it resists outliers strongly while still using the data efficiently when errors are well-behaved.	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).