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Modelul Liniar Ierarhic Robust×Regresia liniară multiplă robustă×
DomeniuStatisticăStatistică
FamilieRegression modelRegression model
Anul apariției20041964–1980s
Autorul originalMaas & Hox (2004); Goldstein et al. (2018)Peter J. Huber (M-estimators, 1964); extended by Rousseeuw, Yohai, and Maronna
TipRobust multilevel regressionRobust linear regression
Sursa seminalăMaas, C. J. M., & Hox, J. J. (2004). Robustness issues in multilevel regression analysis. Statistica Neerlandica, 58(2), 127–137. DOI ↗Huber, P. J. (1964). Robust estimation of a location parameter. Annals of Mathematical Statistics, 35(1), 73–101. DOI ↗
Denumiri alternativerobust HLM, robust multilevel model, robust mixed-effects linear model, robust nested regressionrobust MLR, M-estimator regression, resistant multiple regression, robust OLS
Înrudite56
RezumatRobust Hierarchical Linear Model (Robust HLM) extends standard HLM by replacing or protecting its standard errors against violations of distributional assumptions — chiefly non-normal residuals, heteroscedasticity, and influential clusters. It retains the nested, two-level (or higher) structure while producing more trustworthy inference under real-world data conditions.Robust 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.
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  2. 2 Surse
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  1. v1
  2. 2 Surse
  3. PUBLISHED

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ScholarGateCompară metode: Robust Hierarchical Linear Model · Robust Multiple linear regression. Preluat la 2026-06-17 de pe https://scholargate.app/ro/compare