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로버스트 일반화 선형 모형×일반화 선형 모형 (GLM)×
분야통계학통계학
계열Regression modelRegression model
기원 연도20011972
창시자Cantoni & RonchettiJohn A. Nelder & Robert W. M. Wedderburn
유형Robust regression modelRegression framework
원전Heritier, S., Cantoni, E., Copt, S., & Victoria-Feser, M.-P. (2009). Robust Methods in Biostatistics. Wiley. ISBN: 978-0470027264Nelder, J. A., & Wedderburn, R. W. M. (1972). Generalized linear models. Journal of the Royal Statistical Society: Series A (General), 135(3), 370–384. DOI ↗
별칭robust GLM, GLM with robust estimation, robust quasi-likelihood model, M-estimator GLMGLM, generalized regression, exponential family regression, link-function model
관련56
요약A 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.The Generalized Linear Model is a unified regression framework that extends ordinary linear regression to outcomes from the exponential family — including binary, count, proportion, and continuous positive outcomes. A link function connects the linear predictor to the mean of the response, enabling principled modelling beyond the Gaussian case.
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