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| ロバスト・ポアソン回帰× | 頑健回帰× | |
|---|---|---|
| 分野 | 統計学 | 統計学 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 2004 | 1964 |
| 提唱者≠ | Guangyong Zou | Peter J. Huber (M-estimation, 1964); Frank Hampel (influence function, 1974) |
| 種類≠ | GLM with robust variance | Regression with outlier resistance |
| 原典≠ | Zou, G. (2004). A modified Poisson regression approach to prospective studies with binary data. American Journal of Epidemiology, 159(7), 702-706. DOI ↗ | Huber, P. J. (1964). Robust estimation of a location parameter. The Annals of Mathematical Statistics, 35(1), 73–101. DOI ↗ |
| 別名 | modified Poisson regression, Poisson regression with robust standard errors, log-binomial alternative, sandwich-variance Poisson | M-estimation regression, robust linear regression, outlier-resistant regression, MM-estimation |
| 関連≠ | 5 | 6 |
| 概要≠ | Robust Poisson regression fits a Poisson log-linear model to a binary outcome but replaces the model-based variance with the empirical sandwich estimator. This yields valid standard errors and risk ratios even though Poisson variance assumptions are technically violated for binary data. The approach, popularized by Zou (2004), is widely used in epidemiology as a numerically stable alternative to log-binomial regression. | 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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