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| Robusna logistička regresija× | MM-estimacija za robusnu regresiju× | Kvantilna regresija× | |
|---|---|---|---|
| Oblast≠ | Statistika | Statistika | Ekonometrija |
| Porodica | Regression model | Regression model | Regression model |
| Godina nastanka≠ | 2001 | 1987 | 1978 |
| Tvorac≠ | Cantoni & Ronchetti (2001); Bondell (2008) | Victor J. Yohai | Koenker & Bassett |
| Tip≠ | Robust generalized linear model (binary outcome) | Robust linear regression | Conditional quantile regression |
| Temeljni izvor≠ | Cantoni, E. & Ronchetti, E. (2001). Robust Inference for Generalized Linear Models. Journal of the American Statistical Association, 96(455), 1022-1030. DOI ↗ | Yohai, V. J. (1987). High Breakdown-Point and High Efficiency Robust Estimates for Regression. Annals of Statistics, 15(2), 642-656. DOI ↗ | Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗ |
| Drugi nazivi≠ | 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 | conditional quantile regression, regression quantiles, Kantil Regresyon |
| Srodne | 5 | 5 | 5 |
| Sažetak≠ | 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. | Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails. |
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