Salīdzināt metodes

	Robustā regresija	LASSO regresija	Mazākās apgrieztās kvadrātiskās kļūdas (LTS) regresija	Kvantīļu regresija
Nozare	Statistika	Mašīnmācīšanās	Statistika	Ekonometrija
Saime	Regression model	Machine learning	Regression model	Regression model
Izcelsmes gads	1964	1996	1984	1978
Autors	Peter J. Huber (M-estimation, 1964); Frank Hampel (influence function, 1974)	Tibshirani, R.	Peter J. Rousseeuw	Koenker & Bassett
Tips	Regression with outlier resistance	Regularized linear regression (L1 penalty)	Robust linear regression	Conditional quantile regression
Pirmavots	Huber, P. J. (1964). Robust estimation of a location parameter. The Annals of Mathematical Statistics, 35(1), 73–101.	Tibshirani, R. (1996). Regression Shrinkage and Selection via the Lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288.	Rousseeuw, P. J. (1984). Least Median of Squares Regression. Journal of the American Statistical Association, 79(388), 871-880.	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
Citi nosaukumi	M-estimation regression, robust linear regression, outlier-resistant regression, MM-estimation	LASSO Regresyonu, lasso, L1-regularized regression, L1 regularization	LTS, least trimmed squares regression, trimmed least squares, robust regression	conditional quantile regression, regression quantiles, Kantil Regresyon
Saistītās	6	4	5	5
Kopsavilkums	Robust regression estimates the linear relationship between a continuous outcome and predictors while sharply reducing the influence of outliers and leverage points. Unlike OLS, which is highly sensitive to extreme observations, robust methods assign down-weighted influence to atypical data points, producing coefficient estimates that remain stable even when a fraction of the data is contaminated or non-normally distributed.	Lasso regression, introduced by Robert Tibshirani in 1996, is a linear regression method that adds an L1 penalty to the loss so that it shrinks coefficients and performs variable selection at the same time, producing a sparse model. By driving some coefficients exactly to zero it keeps only the predictors that matter.	Least Trimmed Squares is a robust linear regression method introduced by Peter J. Rousseeuw in 1984. Instead of fitting all residuals, it estimates the coefficients by minimising the sum of only the h smallest squared residuals, which gives it a breakdown point of up to 50% and reliable estimates on data heavily contaminated by outliers.	Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.