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분야통계학통계학
계열Regression modelRegression model
기원 연도20012001
창시자Cantoni & RonchettiCantoni & Ronchetti (2001); Bondell (2008)
유형Robust regression modelRobust generalized linear model (binary outcome)
원전Heritier, S., Cantoni, E., Copt, S., & Victoria-Feser, M.-P. (2009). Robust Methods in Biostatistics. Wiley. ISBN: 978-0470027264Cantoni, E. & Ronchetti, E. (2001). Robust Inference for Generalized Linear Models. Journal of the American Statistical Association, 96(455), 1022-1030. DOI ↗
별칭robust GLM, GLM with robust estimation, robust quasi-likelihood model, M-estimator GLMrobust binary regression, weighted logistic regression, Mallows-type logistic regression, Robust Lojistik Regresyon
관련55
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.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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