เปรียบเทียบวิธี

	Robust Ridge Regression	การถดถอยเชิงเส้นพหุแบบทนทาน
สาขาวิชา	สถิติศาสตร์	สถิติศาสตร์
ตระกูล	Regression model	Regression model
ปีกำเนิด	1991	1964–1980s
ผู้ริเริ่ม	Silvapulle (1991); building on Tikhonov (1963) and Huber (1964)	Peter J. Huber (M-estimators, 1964); extended by Rousseeuw, Yohai, and Maronna
ประเภท	Regularized robust linear regression	Robust linear regression
แหล่งต้นตำรับ	Silvapulle, M. J. (1991). Robust ridge regression based on an M-estimator. Australian Journal of Statistics, 33(3), 319–333.	Huber, P. J. (1964). Robust estimation of a location parameter. Annals of Mathematical Statistics, 35(1), 73–101.
ชื่อเรียกอื่น	ridge M-estimation, robust regularized regression, M-estimator ridge, outlier-resistant ridge regression	robust MLR, M-estimator regression, resistant multiple regression, robust OLS
ที่เกี่ยวข้อง	5	6
สรุป	Robust Ridge regression combines M-estimation with L2 (ridge) regularization to produce coefficient estimates that are simultaneously resistant to outliers and stable under multicollinearity. It minimizes a robust loss function (such as Huber's) penalized by the squared norm of the coefficient vector, downweighting influential observations while shrinking correlated predictors toward zero.	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.