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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Robust regression ： ウィキペディア英語版 Robust regression In robust statistics, robust regression is a form of regression analysis designed to circumvent some limitations of traditional parametric and non-parametric methods. Regression analysis seeks to find the relationship between one or more independent variables and a dependent variable. Certain widely used methods of regression, such as ordinary least squares, have favourable properties if their underlying assumptions are true, but can give misleading results if those assumptions are not true; thus ordinary least squares is said to be not robust to violations of its assumptions. Robust regression methods are designed to be not overly affected by violations of assumptions by the underlying data-generating process. In particular, least squares estimates for regression models are highly sensitive to (not robust against) outliers. While there is no precise definition of an outlier, outliers are observations which do not follow the pattern of the other observations. This is not normally a problem if the outlier is simply an extreme observation drawn from the tail of a normal distribution, but if the outlier results from non-normal measurement error or some other violation of standard ordinary least squares assumptions, then it compromises the validity of the regression results if a non-robust regression technique is used. == Applications == 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Robust regression」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.