Сравнение на методи

	Диагностика на влиянието (разстояние на Кук, DFFITS, ливъридж)	Метод на най-малките квадрати (МНК)	Квантилна регресия
Област	Статистика	Иконометрия	Иконометрия
Семейство	Regression model	Regression model	Regression model
Година на възникване	1977	2019	1978
Създател	R. Dennis Cook (Cook's distance); Belsley, Kuh & Welsch (DFFITS, leverage)	Wooldridge (textbook treatment); classical least squares	Koenker & Bassett
Тип	Regression diagnostic	Linear regression	Conditional quantile regression
Основополагащ източник	Cook, R. D. (1977). Detection of Influential Observations in Linear Regression. Technometrics, 19(1), 15-18.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
Други названия	Cook's distance, DFFITS, leverage, influential observation detection	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	conditional quantile regression, regression quantiles, Kantil Regresyon
Свързани	5	5	5
Резюме	Influence diagnostics are a family of post-fit measures that quantify how much each single observation affects a fitted regression. Cook's distance was introduced by R. Dennis Cook in 1977, with leverage and DFFITS formalised by Belsley, Kuh and Welsch in 1980, to flag the observations that most strongly pull the estimated coefficients.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).	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.