Regression modelRegression / GLM
稳健多元线性回归
稳健多元线性回归在估计连续结果变量与多个预测变量之间线性关系的同时，能够抵抗异常值和正态性假设的违反。它不最小化残差平方和，而是使用有界的损失函数——最常见的是 Huber 损失或 Tukey 双平方损失——使得极端观测值对估计系数的影响有限。
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来源
- Huber, P. J. (1964). Robust estimation of a location parameter. Annals of Mathematical Statistics, 35(1), 73–101. DOI: 10.1214/aoms/1177703732 ↗
- Maronna, R. A., Martin, R. D., & Yohai, V. J. (2006). Robust Statistics: Theory and Methods. Wiley. ISBN: 978-0470010921
如何引用本页
ScholarGate. (2026, June 3). Robust Multiple Linear Regression. ScholarGate. https://scholargate.app/zh/statistics/robust-multiple-linear-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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