方法对比

	稳健回归	最小裁剪平方和（LTS）回归	普通最小二乘法 (OLS) 回归
领域	统计学	统计学	计量经济学
方法族	Regression model	Regression model	Regression model
起源年份	1964	1984	2019
提出者	Peter J. Huber (M-estimation, 1964); Frank Hampel (influence function, 1974)	Peter J. Rousseeuw	Wooldridge (textbook treatment); classical least squares
类型	Regression with outlier resistance	Robust linear regression	Linear regression
开创性文献	Huber, P. J. (1964). Robust estimation of a location parameter. The Annals of Mathematical Statistics, 35(1), 73–101.	Rousseeuw, P. J. (1984). Least Median of Squares Regression. Journal of the American Statistical Association, 79(388), 871-880.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
别名	M-estimation regression, robust linear regression, outlier-resistant regression, MM-estimation	LTS, least trimmed squares regression, trimmed least squares, robust regression	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
相关	6	5	5
摘要	Robust regression estimates the linear relationship between a continuous outcome and predictors while sharply reducing the influence of outliers and leverage points. Unlike OLS, which is highly sensitive to extreme observations, robust methods assign down-weighted influence to atypical data points, producing coefficient estimates that remain stable even when a fraction of the data is contaminated or non-normally distributed.	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.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).