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| ロバスト単回帰分析× | 頑健な重回帰分析× | |
|---|---|---|
| 分野 | 統計学 | 統計学 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 1964-1987 | 1964–1980s |
| 提唱者≠ | Peter J. Huber (M-estimators, 1964); Rousseeuw & Leroy (practical framework, 1987) | Peter J. Huber (M-estimators, 1964); extended by Rousseeuw, Yohai, and Maronna |
| 種類 | Robust linear regression | Robust linear regression |
| 原典≠ | Rousseeuw, P. J., & Leroy, A. M. (1987). Robust Regression and Outlier Detection. John Wiley & Sons. ISBN: 978-0471852339 | Huber, P. J. (1964). Robust estimation of a location parameter. Annals of Mathematical Statistics, 35(1), 73–101. DOI ↗ |
| 別名 | robust SLR, M-estimator simple regression, outlier-resistant simple regression, robust bivariate regression | robust MLR, M-estimator regression, resistant multiple regression, robust OLS |
| 関連 | 6 | 6 |
| 概要≠ | Robust simple linear regression fits a straight line through bivariate data using loss functions or weighting schemes that down-weight outliers, producing slope and intercept estimates that are far less sensitive to extreme observations than ordinary least squares while remaining easy to interpret. | Robust 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. |
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