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| Regresija najmanjih podrezanih kvadrata (LTS)× | Procjena medijanske apsolutne devijacije (MAD)× | |
|---|---|---|
| Područje | Statistika | Statistika |
| Obitelj | Regression model | Regression model |
| Godina nastanka≠ | 1984 | 1974 |
| Tvorac≠ | Peter J. Rousseeuw | Hampel (influence-curve treatment); classical robust statistics |
| Vrsta≠ | Robust linear regression | Robust scale estimator |
| Temeljni izvor≠ | Rousseeuw, P. J. (1984). Least Median of Squares Regression. Journal of the American Statistical Association, 79(388), 871-880. 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 ↗ |
| Drugi nazivi≠ | LTS, least trimmed squares regression, trimmed least squares, robust regression | median absolute deviation, MAD scale estimator, robust scale estimation, Medyan Mutlak Sapma (MAD) Tahmini |
| Srodne | 5 | 5 |
| Sažetak≠ | 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. | 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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