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| 강건 로지스틱 회귀× | MM-추정량을 이용한 강건 회귀분석× | 최소제곱법(OLS) 회귀× | |
|---|---|---|---|
| 분야≠ | 통계학 | 통계학 | 계량경제학 |
| 계열 | Regression model | Regression model | Regression model |
| 기원 연도≠ | 2001 | 1987 | 2019 |
| 창시자≠ | Cantoni & Ronchetti (2001); Bondell (2008) | Victor J. Yohai | Wooldridge (textbook treatment); classical least squares |
| 유형≠ | Robust generalized linear model (binary outcome) | Robust linear regression | Linear regression |
| 원전≠ | Cantoni, 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 ↗ | Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860 |
| 별칭 | robust binary regression, weighted logistic regression, Mallows-type logistic regression, Robust Lojistik Regresyon | MM-estimation, MM robust regression, high-breakdown high-efficiency estimator, MM-Tahmin Edici | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu |
| 관련 | 5 | 5 | 5 |
| 요약≠ | 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). | 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. | Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE). |
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