Порівняння методів

	Стійка проста лінійна регресія	Стійка множинна лінійна регресія
Галузь	Статистика	Статистика
Родина	Regression model	Regression model
Рік появи	1964-1987	1964–1980s
Автор методу	Peter J. Huber (M-estimators, 1964); Rousseeuw & Leroy (practical framework, 1987)	Peter J. Huber (M-estimators, 1964); extended by Rousseeuw, Yohai, and Maronna
Тип	Robust linear regression	Robust linear regression
Основоположне джерело	Rousseeuw, P. J., & Leroy, A. M. (1987). Robust Regression and Outlier Detection. John Wiley & Sons. ISBN: 978-0471852339	Huber, P. J. (1964). Robust estimation of a location parameter. Annals of Mathematical Statistics, 35(1), 73–101.
Інші назви	robust SLR, M-estimator simple regression, outlier-resistant simple regression, robust bivariate regression	robust MLR, M-estimator regression, resistant multiple regression, robust OLS
Пов'язані	6	6
Підсумок	Robust simple linear regression fits a straight line through bivariate data using loss functions or weighting schemes that down-weight outliers, producing slope and intercept estimates that are far less sensitive to extreme observations than ordinary least squares while remaining easy to interpret.	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.