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Regresi Linear Berganda Teguh×Regresi Robust×
BidangStatistikStatistik
KeluargaRegression modelRegression model
Tahun asal1964–1980s1964
PengasasPeter J. Huber (M-estimators, 1964); extended by Rousseeuw, Yohai, and MaronnaPeter J. Huber (M-estimation, 1964); Frank Hampel (influence function, 1974)
JenisRobust linear regressionRegression with outlier resistance
Sumber perintisHuber, P. J. (1964). Robust estimation of a location parameter. Annals of Mathematical Statistics, 35(1), 73–101. DOI ↗Huber, P. J. (1964). Robust estimation of a location parameter. The Annals of Mathematical Statistics, 35(1), 73–101. DOI ↗
Aliasrobust MLR, M-estimator regression, resistant multiple regression, robust OLSM-estimation regression, robust linear regression, outlier-resistant regression, MM-estimation
Berkaitan66
RingkasanRobust multiple linear regression estimates the linear relationship between a continuous outcome and several predictors while being resistant to outliers and violations of the normality assumption. Instead of minimising the sum of squared residuals, it uses a bounded loss function — most commonly Huber's or Tukey's bisquare — so that extreme observations receive limited influence on the estimated coefficients.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.
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ScholarGateBandingkan kaedah: Robust Multiple linear regression · Robust Regression. Dicapai 2026-06-15 daripada https://scholargate.app/ms/compare