Regression modelRegression / GLM
稳健广义线性模型
稳健广义线性模型（Robust Generalized Linear Model）使用 M 型估计方程来拟合标准的 GLM 系列模型——线性、逻辑斯蒂、泊松等——这些方程会降低异常值或有影响力的观测值的权重。其结果是，即使少数数据点与假定分布发生显著偏离，得到的系数估计值和标准误也能保持稳定。
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来源
- Heritier, S., Cantoni, E., Copt, S., & Victoria-Feser, M.-P. (2009). Robust Methods in Biostatistics. Wiley. ISBN: 978-0470027264
- Cantoni, E., & Ronchetti, E. (2001). Robust inference for generalized linear models. Journal of the American Statistical Association, 96(455), 1022–1030. DOI: 10.1198/016214501753209004 ↗
如何引用本页
ScholarGate. (2026, June 3). Robust Generalized Linear Model. ScholarGate. https://scholargate.app/zh/statistics/robust-generalized-linear-model
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