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| تحليل الانحدار الكمي البيزي× | انحدار الكوانتيل× | |
|---|---|---|
| المجال≠ | الإحصاء | الاقتصاد القياسي |
| العائلة | Regression model | Regression model |
| سنة النشأة≠ | 2001–2011 | 1978 |
| صاحب الطريقة≠ | Kozumi & Kobayashi; building on Yu & Moyeed (2001) | Koenker & Bassett |
| النوع≠ | Bayesian semiparametric regression | Conditional quantile regression |
| المصدر التأسيسي≠ | Kozumi, H., & Kobayashi, G. (2011). Gibbs sampling methods for Bayesian quantile regression. Journal of Statistical Computation and Simulation, 81(11), 1565–1578. DOI ↗ | Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗ |
| الأسماء البديلة≠ | BQR, Bayesian quantile regression model, asymmetric Laplace Bayesian regression, posterior quantile regression | conditional quantile regression, regression quantiles, Kantil Regresyon |
| ذات صلة≠ | 6 | 5 |
| الملخص≠ | Bayesian Quantile Regression estimates the full posterior distribution of regression coefficients at any chosen quantile of the outcome. By combining the asymmetric Laplace likelihood with prior distributions over the coefficients, it delivers uncertainty-quantified estimates of conditional quantiles — such as the median, the 10th, or the 90th percentile — without assuming Gaussian errors. | Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails. |
| ScholarGateمجموعة البيانات ↗ |
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