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| Regresi Kuadran Median Terkecil (Least Median of Squares - LMS)× | Regresi Kuasa Dua Terkecil Biasa (OLS)× | |
|---|---|---|
| Bidang≠ | Statistik | Ekonometrik |
| Keluarga | Regression model | Regression model |
| Tahun asal≠ | 1984 | 2019 |
| Pengasas≠ | Peter J. Rousseeuw | Wooldridge (textbook treatment); classical least squares |
| Jenis≠ | Robust linear regression | Linear regression |
| Sumber perintis≠ | 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 |
| Alias≠ | LMS, least median of squares regression, en küçük medyan kareler (LMS) | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu |
| Berkaitan | 5 | 5 |
| Ringkasan≠ | Least Median of Squares is a robust linear regression method introduced by Peter J. Rousseeuw in 1984. Instead of minimising the sum of squared residuals like ordinary least squares, it minimises the median of the squared residuals, which lets the fit resist contamination by up to roughly 50% 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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