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Regresi Huber×Regresi Kuasa Dua Terpangkas Terkecil (LTS)×Regresi Kuasa Dua Terkecil Biasa (OLS)×
BidangStatistikStatistikEkonometrik
KeluargaRegression modelRegression modelRegression model
Tahun asal196419842019
PengasasPeter J. HuberPeter J. RousseeuwWooldridge (textbook treatment); classical least squares
JenisRobust linear regression (M-estimation)Robust linear regressionLinear regression
Sumber perintisHuber, P. J. (1964). Robust Estimation of a Location Parameter. Annals of Mathematical Statistics, 35(1), 73-101. DOI ↗Rousseeuw, P. J. (1984). Least Median of Squares Regression. Journal of the American Statistical Association, 79(388), 871-880. DOI ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
AliasHuber M-estimator, Huber loss regression, robust regression, Huber RegresyonuLTS, least trimmed squares regression, trimmed least squares, robust regressionordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Berkaitan555
RingkasanHuber regression is a robust linear regression method, introduced by Peter J. Huber in 1964, that resists the influence of outliers by treating small and large residuals differently. It applies a squared (OLS-like) loss to small residuals and a milder absolute-value loss to large ones, so extreme observations cannot dominate the fit.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.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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ScholarGateBandingkan kaedah: Huber Regression · Least Trimmed Squares · OLS Regression. Dicapai 2026-06-20 daripada https://scholargate.app/ms/compare