Regression modelRegression / GLM
稳健简单线性回归
稳健简单线性回归通过使用减弱离群点影响的损失函数或加权方案，在二元数据中拟合一条直线，从而得到比普通最小二乘法（OLS）对极端观测值不那么敏感的斜率和截距估计量，同时易于解释。
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Method map
The neighbourhood of related methods — select a node to explore.
来源
- Rousseeuw, P. J., & Leroy, A. M. (1987). Robust Regression and Outlier Detection. John Wiley & Sons. ISBN: 978-0471852339
- Huber, P. J. (1964). Robust estimation of a location parameter. The Annals of Mathematical Statistics, 35(1), 73-101. DOI: 10.1214/aoms/1177703732 ↗
如何引用本页
ScholarGate. (2026, June 3). Robust Simple Linear Regression. ScholarGate. https://scholargate.app/zh/statistics/robust-simple-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.
- 普通最小二乘法 (OLS) 回归计量经济学↔ compare
- 分位数回归计量经济学↔ compare
- 稳健多元线性回归统计学↔ compare
- 稳健回归统计学↔ compare
- Theil-Sen 估计器统计学↔ compare
- 加权最小二乘法 (WLS)统计学↔ compare