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稳健回归分析 被引量:4

Robust regression analysis
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摘要 The article suggests precautionary measures which should be taken when outliers appear in experimental or observational data That is to establish robust regression with an insensitive statistical method. A relationship between weight and trimmed constant is derived. The reason is stated for the purpose of forming additional equations. Explanatory notes are given to the iteration formula. Robust regression is applied to forecast. It is proved that robust regression has advantages over the classical regression. The article suggests precautionary measures which should be taken when outliers appear in experimental or observational data That is to establish robust regression with an insensitive statistical method. A relationship between weight and trimmed constant is derived. The reason is stated for the purpose of forming additional equations. Explanatory notes are given to the iteration formula. Robust regression is applied to forecast. It is proved that robust regression has advantages over the classical regression.
作者 滕素珍
出处 《大连理工大学学报》 EI CAS CSCD 北大核心 1991年第6期719-723,共5页 Journal of Dalian University of Technology
关键词 回归分析 线性模型 M-估计 稳健 regression estimate robustness /M-estimate
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