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	Least Trimmed Squares (LTS) Regression	MM-estimering för robust regression
Ämnesområde	Statistik	Statistik
Familj	Regression model	Regression model
Ursprungsår	1984	1987
Upphovsperson	Peter J. Rousseeuw	Victor J. Yohai
Typ	Robust linear regression	Robust linear regression
Ursprungskälla	Rousseeuw, P. J. (1984). Least Median of Squares Regression. Journal of the American Statistical Association, 79(388), 871-880.	Yohai, V. J. (1987). High Breakdown-Point and High Efficiency Robust Estimates for Regression. Annals of Statistics, 15(2), 642-656.
Alias	LTS, least trimmed squares regression, trimmed least squares, robust regression	MM-estimation, MM robust regression, high-breakdown high-efficiency estimator, MM-Tahmin Edici
Närliggande	5	5
Sammanfattning	Least Trimmed Squares is a robust linear regression method introduced by Peter J. Rousseeuw in 1984. Instead of fitting all residuals, it estimates the coefficients by minimising the sum of only the h smallest squared residuals, which gives it a breakdown point of up to 50% and reliable estimates on data heavily contaminated by outliers.	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.