Compara mètodes

	Regressió per Mínims Quadrats Ordinàris (MQO)	Estimador Tau (τ) de Regressió
Camp	Econometria	Estadística
Família	Regression model	Regression model
Any d'origen	2019	1988
Autor original	Wooldridge (textbook treatment); classical least squares	Yohai & Zamar
Tipus	Linear regression	Robust linear regression
Font seminal	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Yohai, V. J., & Zamar, R. H. (1988). High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale. Journal of the American Statistical Association, 83(402), 406-413.
Àlies	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	tau regression estimator, robust tau regression, Tau-Tahmin Edici
Relacionats	5	4
Resum	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).	The Tau estimator is a robust linear regression method introduced by Yohai and Zamar in 1988 that fits the model by minimising an efficient τ-scale of the residuals. It builds on the scale estimate of the S-estimator to combine a high breakdown point with high statistical efficiency, and is often used as an alternative to the MM-estimator in small samples.