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Everything about Robust regression
Specialized form of regression analysis, in statistics
In robust statistics, robust regression seeks to overcome some limitations of traditional regression analysis. A regression analysis models the relationship between one or more independent variables and a dependent variable. Standard types of regression, such as ordinary least squares, have favourable properties if their underlying assumptions are true, but can give misleading results otherwise. Robust regression methods are designed to limit the effect that violations of assumptions by the underlying data-generating process have on regression estimates. Wikipedia →
🧭 Start here: a 6-step reading path
- Read the overview: Robust regressionA 5-minute orientation
- Skim a recent paper: Robust multi-view learning via adaptive regressionInfluential work since 2022
- Pick up a classic book: Robust diagnostic regression analysisThe most-reprinted book on the subject
- Read the landmark paper: Robust Locally Weighted Regression and Smoothing ScatterplotsCited 14,994 times
- Go sideways: Heteroskedasticity-consistent standard errorsA closely related topic
- Go sideways: Studentized residualA closely related topic
📖 Definitions
No dictionary entry for this exact phrase.
🏆 Landmark papers (most cited)
Robust Locally Weighted Regression and Smoothing Scatterplots
Robust Regression in Stata
Partial robust M-regression
Robust Regression and Lasso
Min-Max Bias Robust Regression
Robust Multivariate Regression
Robust model selection in regression
Robust stepwise regression
🆕 Influential since 2022
📚 Books worth reading
Robust diagnostic regression analysisAnthony Atkinson, Marco Riani · 2000
Statistical Methods of Model BuildingHelga Bunke, Olaf Bunke · 1989
Theory and applications of recent robust methodsInternational Conference on Robust Statistics · 2004
Robust Regression (StatisticsKenneth D. Lawrence · 1989- 📕Computational methods in robust regressionMichael Isaac Parzen, Harvard School of Public Health · 1993
- 📕Theory and Applications of Recent Robust MethodsBelgium) International Conference on Robust Statistics (2003 Antwerp, INTERNATIONAL CONFERENCE ON ROBUST STATI · 2005
- 📕Estimação robusta no modelo de posiçãoOscar Bustos · 1987
- 📕Nonparametric, distribution-free, and robust procedures in regression analysisWayne W. Daniel · 1980
Ranked by number of editions on Open Library, a rough measure of how lasting a book is.
🔗 Related topics
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