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Regresie Robustă Binomială Negativă×Regresie Robustă×
DomeniuStatisticăStatistică
FamilieRegression modelRegression model
Anul apariției2000s–20111964
Autorul originalHilbe, J. M.; Zeileis, A. et al.Peter J. Huber (M-estimation, 1964); Frank Hampel (influence function, 1974)
TipCount regression with robust inferenceRegression with outlier resistance
Sursa seminalăHilbe, J. M. (2011). Negative Binomial Regression (2nd ed.). Cambridge University Press. ISBN: 978-0521198158Huber, P. J. (1964). Robust estimation of a location parameter. The Annals of Mathematical Statistics, 35(1), 73–101. DOI ↗
Denumiri alternativerobust NB regression, negative binomial regression with robust standard errors, sandwich-corrected negative binomial regression, NB2 robust regressionM-estimation regression, robust linear regression, outlier-resistant regression, MM-estimation
Înrudite66
RezumatRobust Negative Binomial Regression models overdispersed count outcomes using the negative binomial distribution while protecting coefficient inference against misspecification of the variance function. It pairs maximum-likelihood estimation of the mean and dispersion parameters with sandwich (Huber-White) standard errors, yielding valid tests even when the assumed variance structure is only approximately correct.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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  1. v1
  2. 2 Surse
  3. PUBLISHED

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ScholarGateCompară metode: Robust Negative Binomial Regression · Robust Regression. Preluat la 2026-06-15 de pe https://scholargate.app/ro/compare