请输入您要查询的字词:

 

单词 robust regression
释义
robust regression

Statistics
  • A method of regression that is not greatly affected by discordant observations. The most usual method for obtaining regression estimates is ordinary least squares (OLS) (see method of least squares), which is quite sensitive to the presence of outliers. One example of a robust alternative to OLS is iteratively reweighted least squares.

    When there is a single x-variable a simple alternative robust method is as follows.

    1. 1. Divide the data into three approximately equal-sized groups according to the sizes of the x-values. Call the groups L (low), M (medium), and H (High). Find the medians of the x-values and y-values in each group: (xL, yL), (xM, yM), and (xH, yH).

    2. 2. Estimate the slope of the line asrobust regression.

    3. 3. Estimate the intercept asrobust regression

    The resulting line is known as the median-median line or the resistant line.


随便看

 

科学参考收录了60776条科技类词条,基本涵盖了常见科技类参考文献及英语词汇的翻译,是科学学习和研究的有利工具。

 

Copyright © 2000-2023 Sciref.net All Rights Reserved
京ICP备2021023879号 更新时间:2024/6/28 18:55:53