摘要
迴歸分析自18世紀發展至今日，已成為重要的數據分析工具，被廣泛用於各領域。在某些假設下高斯馬可夫定理證明，最小平方估計為迴歸參數之最佳估計。然而資料往往無法滿足這些假設，導致最小平方估計的代表性不足。多位學者致力研究迴歸參數之穩健估計，並且發展參數之完全修正估計。本文主要探討迴歸參數之最小平方估計、穩健的M估計，與它們的完全修正估計。文中分別討論四種估計量與其漸進分配。透過模擬實驗，本文驗證在許多情況下，完全修正法確實可以大幅提高參數估計之精準度。本文亦依據此建議完全修正最小平方法，和完全修正M估計法適合使用的時機。實證部份以名目利率和通貨膨脹率驗證台灣經濟並未出現「費雪效果」。

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