Compara mètodes

	Regressió Robusta Bayesiana	Regressió quantílica
Camp	Estadística	Econometria
Família	Regression model	Regression model
Any d'origen	1993	1978
Autor original	Geweke (1993); Gelman et al. (2013)	Koenker & Bassett
Tipus	Bayesian regression with heavy-tailed errors	Conditional quantile regression
Font seminal	Geweke, J. (1993). Bayesian treatment of the independent Student-t linear model. Journal of Applied Econometrics, 8(S1), S19–S40.	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
Àlies	Bayesian heavy-tailed regression, Bayesian Student-t regression, robust Bayesian linear model, BRR	conditional quantile regression, regression quantiles, Kantil Regresyon
Relacionats	6	5
Resum	Bayesian Robust Regression replaces the Gaussian error assumption of ordinary linear regression with a heavy-tailed distribution — most commonly the Student-t — and estimates all parameters in a Bayesian framework. The heavier tails give outliers less influence on the fitted line, yielding stable coefficient estimates and honest uncertainty intervals even when the data contain unusual observations.	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.