线性回归模型的误差项不服从正态分布或存在多个离群点时,可以将残差秩次的某些函数作为权重引入估计模型来减少离群点的不良影响。
When multiple outliers occur in linear regression model or the distribution of residuals is not normal, we can use residuals rank as weight function to get some resist estimator.
[目的]探讨一种基于秩次的稳健回归分析方法-R估计。
[Methods]The theory of Rank-based regression, its algorithm and the application were discussed.
[目的]探讨一种基于秩次的稳健回归分析方法-R估计。
[Methods]The theory of Rank-based regression, its algorithm and the application were discussed.
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