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Robusni probit model×Robustna regresija×
PodručjeStatistikaStatistika
ObiteljRegression modelRegression model
Godina nastanka1934 / 1980s1964
TvoracHal White (sandwich variance); classical probit by Bliss (1934)Peter J. Huber (M-estimation, 1964); Frank Hampel (influence function, 1974)
VrstaBinary outcome regression with robust inferenceRegression with outlier resistance
Temeljni izvorWooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586Huber, P. J. (1964). Robust estimation of a location parameter. The Annals of Mathematical Statistics, 35(1), 73–101. DOI ↗
Drugi naziviprobit with robust standard errors, sandwich-SE probit, heteroscedasticity-robust probit, M-estimation probitM-estimation regression, robust linear regression, outlier-resistant regression, MM-estimation
Srodne46
SažetakThe Robust Probit Model estimates the probability of a binary outcome using the probit link function while protecting inference from misspecification of the error distribution or heteroscedasticity. Coefficients are obtained via maximum likelihood; standard errors are then replaced by the sandwich (Huber-White) estimator, which remains consistent even when the assumed error variance is incorrect.Robust regression estimates the linear relationship between a continuous outcome and predictors while sharply reducing the influence of outliers and leverage points. Unlike OLS, which is highly sensitive to extreme observations, robust methods assign down-weighted influence to atypical data points, producing coefficient estimates that remain stable even when a fraction of the data is contaminated or non-normally distributed.
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ScholarGateUsporedite metode: Robust Probit Model · Robust Regression. Preuzeto 2026-06-15 s https://scholargate.app/hr/compare