Porównaj metody
Przeglądaj wybrane metody obok siebie; wiersze, które się różnią, są wyróżnione.
| Regresja metodą najmniejszej mediany kwadratów (LMS)× | Estymator Theila-Sena× | |
|---|---|---|
| Dziedzina | Statystyka | Statystyka |
| Rodzina | Regression model | Regression model |
| Rok powstania≠ | 1984 | 1968 |
| Twórca≠ | Peter J. Rousseeuw | Henri Theil (1950); P. K. Sen (1968) |
| Typ | Robust linear regression | Robust linear regression |
| Źródło pierwotne≠ | 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 ↗ |
| Inne nazwy≠ | LMS, least median of squares regression, en küçük medyan kareler (LMS) | Theil-Sen Tahmincisi, Theil-Sen regression, median slope estimator, Sen's slope estimator |
| Pokrewne≠ | 5 | 6 |
| Podsumowanie≠ | 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%. |
| ScholarGateZbiór danych ↗ |
|
|