Sammenlign metoder

	Robust logistisk regresjon	MM-estimering for robust regresjon	Minste kvadraters metode (OLS)
Fagfelt	Statistikk	Statistikk	Økonometri
Familie	Regression model	Regression model	Regression model
Opprinnelsesår	2001	1987	2019
Opphavsperson	Cantoni & Ronchetti (2001); Bondell (2008)	Victor J. Yohai	Wooldridge (textbook treatment); classical least squares
Type	Robust generalized linear model (binary outcome)	Robust linear regression	Linear regression
Opprinnelig kilde	Cantoni, E. & Ronchetti, E. (2001). Robust Inference for Generalized Linear Models. Journal of the American Statistical Association, 96(455), 1022-1030.	Yohai, V. J. (1987). High Breakdown-Point and High Efficiency Robust Estimates for Regression. Annals of Statistics, 15(2), 642-656.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Alias	robust binary regression, weighted logistic regression, Mallows-type logistic regression, Robust Lojistik Regresyon	MM-estimation, MM robust regression, high-breakdown high-efficiency estimator, MM-Tahmin Edici	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Relaterte	5	5	5
Sammendrag	Robust Logistic Regression is a variant of logistic regression that is resistant to outliers and leverage points, fitting a binary or categorical outcome with Mallows-type weighted estimation. The robust framework for generalized linear models was developed by Cantoni and Ronchetti (2001), with a weighting approach later refined by Bondell (2008).	The MM-estimator is a robust linear regression method introduced by Victor J. Yohai in 1987. It combines the high breakdown point of an S-estimator with the high efficiency of an M-estimator, so it resists outliers strongly while still using the data efficiently when errors are well-behaved.	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).