Sammenlign metoder
Gjennomgå de valgte metodene side om side; rader som avviker, er uthevet.
| Minste Median av Kvadraters (LMS) Regresjon× | Theil-Sen-estimator× | |
|---|---|---|
| Fagfelt | Statistikk | Statistikk |
| Familie | Regression model | Regression model |
| Opprinnelsesår≠ | 1984 | 1968 |
| Opphavsperson≠ | Peter J. Rousseeuw | Henri Theil (1950); P. K. Sen (1968) |
| Type | Robust linear regression | Robust linear regression |
| Opprinnelig kilde≠ | Rousseeuw, P. J. (1984). Least Median of Squares Regression. Journal of the American Statistical Association, 79(388), 871-880. DOI ↗ | Sen, P. K. (1968). Estimates of the Regression Coefficient Based on Kendall's Tau. Journal of the American Statistical Association, 63(324), 1379-1389. DOI ↗ |
| Alias≠ | LMS, least median of squares regression, en küçük medyan kareler (LMS) | Theil-Sen Tahmincisi, Theil-Sen regression, median slope estimator, Sen's slope estimator |
| Relaterte≠ | 5 | 6 |
| Sammendrag≠ | 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. | The Theil-Sen estimator is a robust linear regression method that estimates the slope as the median of the slopes computed over all pairs of data points. Introduced by Henri Theil in 1950 and extended by P. K. Sen in 1968, it tolerates outliers in the response with a breakdown point of about 29%. |
| ScholarGateDatasett ↗ |
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