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Robustna višestruka linearna regresija×Višestruka linearna regresija×
PodručjeStatistikaStatistika
ObiteljRegression modelRegression model
Godina nastanka1964–1980s1886
TvoracPeter J. Huber (M-estimators, 1964); extended by Rousseeuw, Yohai, and MaronnaFrancis Galton; formalized by Karl Pearson
VrstaRobust linear regressionParametric linear model
Temeljni izvorHuber, P. J. (1964). Robust estimation of a location parameter. Annals of Mathematical Statistics, 35(1), 73–101. DOI ↗Galton, F. (1886). Regression towards mediocrity in hereditary stature. Journal of the Anthropological Institute of Great Britain and Ireland, 15, 246–263. DOI ↗
Drugi nazivirobust MLR, M-estimator regression, resistant multiple regression, robust OLSMLR, OLS regression, multiple regression, linear regression with multiple predictors
Srodne68
SažetakRobust multiple linear regression estimates the linear relationship between a continuous outcome and several predictors while being resistant to outliers and violations of the normality assumption. Instead of minimising the sum of squared residuals, it uses a bounded loss function — most commonly Huber's or Tukey's bisquare — so that extreme observations receive limited influence on the estimated coefficients.Multiple linear regression (MLR) is a parametric regression model that expresses a continuous outcome as a weighted linear combination of two or more predictor variables plus a random error term. The unknown weights (regression coefficients) are estimated by ordinary least squares (OLS), which minimises the sum of squared residuals. The method traces to Francis Galton's 1886 work on hereditary stature and was placed on firm mathematical footing by Karl Pearson; Draper and Smith's 1966 textbook established it as the standard framework for applied regression.
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ScholarGateUsporedite metode: Robust Multiple linear regression · Multiple Linear Regression. Preuzeto 2026-06-15 s https://scholargate.app/hr/compare