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ロバストプロビットモデル×ロバストロジスティック回帰×
分野統計学統計学
系統Regression modelRegression model
提唱年1934 / 1980s2001
提唱者Hal White (sandwich variance); classical probit by Bliss (1934)Cantoni & Ronchetti (2001); Bondell (2008)
種類Binary outcome regression with robust inferenceRobust generalized linear model (binary outcome)
原典Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586Cantoni, E. & Ronchetti, E. (2001). Robust Inference for Generalized Linear Models. Journal of the American Statistical Association, 96(455), 1022-1030. DOI ↗
別名probit with robust standard errors, sandwich-SE probit, heteroscedasticity-robust probit, M-estimation probitrobust binary regression, weighted logistic regression, Mallows-type logistic regression, Robust Lojistik Regresyon
関連45
概要The 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 Logistic Regression is a variant of logistic regression that is resistant to outliers and leverage points, fitting a binary or categorical outcome with Mallows-type weighted estimation. The robust framework for generalized linear models was developed by Cantoni and Ronchetti (2001), with a weighting approach later refined by Bondell (2008).
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ScholarGate手法を比較: Robust Probit Model · Robust Logistic Regression. 2026-06-15に以下より取得 https://scholargate.app/ja/compare