Regression modelRegression / GLM
贝叶斯稳健回归
贝叶斯稳健回归用重尾分布（最常见的是学生 t 分布）取代普通线性回归的高斯误差假设，并在贝叶斯框架下估计所有参数。较重的尾部使异常值对拟合线的影响减小，从而在数据包含异常观测值时也能获得稳定的系数估计和可靠的不确定性区间。
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来源
- Geweke, J. (1993). Bayesian treatment of the independent Student-t linear model. Journal of Applied Econometrics, 8(S1), S19–S40. DOI: 10.1002/jae.3950080504 ↗
- Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A., & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955
如何引用本页
ScholarGate. (2026, June 3). Bayesian Robust Regression. ScholarGate. https://scholargate.app/zh/statistics/bayesian-robust-regression
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
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