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| Modello Lineare Generalizzato Robusto× | Regressione Robusta× | |
|---|---|---|
| Campo | Statistica | Statistica |
| Famiglia | Regression model | Regression model |
| Anno di origine≠ | 2001 | 1964 |
| Ideatore≠ | Cantoni & Ronchetti | Peter J. Huber (M-estimation, 1964); Frank Hampel (influence function, 1974) |
| Tipo≠ | Robust regression model | Regression with outlier resistance |
| Fonte seminale≠ | Heritier, S., Cantoni, E., Copt, S., & Victoria-Feser, M.-P. (2009). Robust Methods in Biostatistics. Wiley. ISBN: 978-0470027264 | Huber, P. J. (1964). Robust estimation of a location parameter. The Annals of Mathematical Statistics, 35(1), 73–101. DOI ↗ |
| Alias | robust GLM, GLM with robust estimation, robust quasi-likelihood model, M-estimator GLM | M-estimation regression, robust linear regression, outlier-resistant regression, MM-estimation |
| Correlati≠ | 5 | 6 |
| Sintesi≠ | A Robust Generalized Linear Model fits the standard GLM family — linear, logistic, Poisson, and others — using M-type estimating equations that down-weight outlying or influential observations. The result is coefficient estimates and standard errors that remain stable even when a minority of data points deviate sharply from the assumed distribution. | 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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