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Dijagnostika uticaja (Cook-ova udaljenost, DFFITS, Leveridž)×Procena medijanske apsolutne devijacije (MAD)×Regresija običnih najmanjih kvadrata (OLS)×Rigidna regresija×
OblastStatistikaStatistikaEkonometrijaMašinsko učenje
PorodicaRegression modelRegression modelRegression modelMachine learning
Godina nastanka1977197420191970
TvoracR. Dennis Cook (Cook's distance); Belsley, Kuh & Welsch (DFFITS, leverage)Hampel (influence-curve treatment); classical robust statisticsWooldridge (textbook treatment); classical least squaresHoerl, A.E. & Kennard, R.W.
TipRegression diagnosticRobust scale estimatorLinear regressionL2-regularized linear regression
Temeljni izvorCook, R. D. (1977). Detection of Influential Observations in Linear Regression. Technometrics, 19(1), 15-18. DOI ↗Hampel, F. R. (1974). The Influence Curve and Its Role in Robust Estimation. Journal of the American Statistical Association, 69(346), 383-393. DOI ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860Hoerl, A.E. & Kennard, R.W. (1970). Ridge Regression: Biased Estimation for Nonorthogonal Problems. Technometrics, 12(1), 55–67. DOI ↗
Drugi naziviCook's distance, DFFITS, leverage, influential observation detectionmedian absolute deviation, MAD scale estimator, robust scale estimation, Medyan Mutlak Sapma (MAD) Tahminiordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonuRidge Regresyonu, ridge regresyonu, L2-regularized regression, Tikhonov regularization
Srodne5554
SažetakInfluence diagnostics are a family of post-fit measures that quantify how much each single observation affects a fitted regression. Cook's distance was introduced by R. Dennis Cook in 1977, with leverage and DFFITS formalised by Belsley, Kuh and Welsch in 1980, to flag the observations that most strongly pull the estimated coefficients.Median Absolute Deviation estimation is a robust measure of statistical dispersion that replaces the standard deviation when outliers are present. Rooted in the influence-curve framework formalised by Hampel (1974), it summarises the spread of a continuous variable using medians instead of means, so a single extreme value cannot distort the result.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).Ridge Regression is an L2-regularized linear regression method, introduced by Arthur Hoerl and Robert Kennard in 1970, that reduces multicollinearity by adding a penalty on the size of the coefficients. It shrinks coefficients toward zero without setting any of them exactly to zero, producing more stable estimates when predictors are highly correlated.
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ScholarGateUporedite metode: Influence Diagnostics · MAD Estimation · OLS Regression · Ridge Regression. Preuzeto 2026-06-18 sa https://scholargate.app/sr/compare