Regression modelRegression / GLM
稳健回归
稳健回归（Robust regression）在大幅降低异常值和强影响点影响的同时，估计连续结果变量与预测变量之间的线性关系。与对极端观测值高度敏感的OLS不同，稳健方法对非典型数据点赋予较低的权重，从而在部分数据受到污染或不符合正态分布时，系数估计值仍能保持稳定。
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来源
- Huber, P. J. (1964). Robust estimation of a location parameter. The Annals of Mathematical Statistics, 35(1), 73–101. DOI: 10.1214/aoms/1177703732 ↗
- Hampel, F. R., Ronchetti, E. M., Rousseeuw, P. J., & Stahel, W. A. (1986). Robust Statistics: The Approach Based on Influence Functions. Wiley. ISBN: 978-0471735779
如何引用本页
ScholarGate. (2026, June 3). Robust Regression. ScholarGate. https://scholargate.app/zh/statistics/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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