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| Chẩn đoán ảnh hưởng (Khoảng cách Cook, DFFITS, Đòn bẩy)× | Ước lượng hiệp phương sai mạnh mẽ (MCD)× | |
|---|---|---|
| Lĩnh vực | Thống kê | Thống kê |
| Họ | Regression model | Regression model |
| Năm ra đời≠ | 1977 | 1999 |
| Người khởi xướng≠ | R. Dennis Cook (Cook's distance); Belsley, Kuh & Welsch (DFFITS, leverage) | Rousseeuw; Rousseeuw & Van Driessen (Fast-MCD) |
| Loại≠ | Regression diagnostic | Robust multivariate location-scatter estimator |
| Công trình gốc≠ | Cook, R. D. (1977). Detection of Influential Observations in Linear Regression. Technometrics, 19(1), 15-18. DOI ↗ | Rousseeuw, P. J. & Van Driessen, K. (1999). A Fast Algorithm for the Minimum Covariance Determinant Estimator. Technometrics, 41(3), 212-223. DOI ↗ |
| Tên gọi khác≠ | Cook's distance, DFFITS, leverage, influential observation detection | minimum covariance determinant, MCD estimator, robust covariance estimation, Robust Kovaryans Tahmini (MCD) |
| Liên quan≠ | 5 | 4 |
| Tóm tắt≠ | Influence 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. | Robust Covariance via the Minimum Covariance Determinant (MCD) estimates a multivariate mean vector and covariance matrix that are not distorted by outliers. It was made practical by the Fast-MCD algorithm of Rousseeuw and Van Driessen (1999), building on Rousseeuw's earlier work on robust estimation. |
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