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강건 로지스틱 회귀×MM-추정량을 이용한 강건 회귀분석×
분야통계학통계학
계열Regression modelRegression model
기원 연도20011987
창시자Cantoni & Ronchetti (2001); Bondell (2008)Victor J. Yohai
유형Robust generalized linear model (binary outcome)Robust linear regression
원전Cantoni, E. & Ronchetti, E. (2001). Robust Inference for Generalized Linear Models. Journal of the American Statistical Association, 96(455), 1022-1030. DOI ↗Yohai, V. J. (1987). High Breakdown-Point and High Efficiency Robust Estimates for Regression. Annals of Statistics, 15(2), 642-656. DOI ↗
별칭robust binary regression, weighted logistic regression, Mallows-type logistic regression, Robust Lojistik RegresyonMM-estimation, MM robust regression, high-breakdown high-efficiency estimator, MM-Tahmin Edici
관련55
요약Robust 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).The MM-estimator is a robust linear regression method introduced by Victor J. Yohai in 1987. It combines the high breakdown point of an S-estimator with the high efficiency of an M-estimator, so it resists outliers strongly while still using the data efficiently when errors are well-behaved.
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ScholarGate방법 비교: Robust Logistic Regression · MM-Estimator. 2026-06-18에 다음에서 검색함: https://scholargate.app/ko/compare