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| Estimador de Theil-Sen× | Regressió quantílica× | |
|---|---|---|
| Camp≠ | Estadística | Econometria |
| Família | Regression model | Regression model |
| Any d'origen≠ | 1968 | 1978 |
| Autor original≠ | Henri Theil (1950); P. K. Sen (1968) | Koenker & Bassett |
| Tipus≠ | Robust linear regression | Conditional quantile regression |
| Font seminal≠ | Sen, P. K. (1968). Estimates of the Regression Coefficient Based on Kendall's Tau. Journal of the American Statistical Association, 63(324), 1379-1389. DOI ↗ | Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗ |
| Àlies≠ | Theil-Sen Tahmincisi, Theil-Sen regression, median slope estimator, Sen's slope estimator | conditional quantile regression, regression quantiles, Kantil Regresyon |
| Relacionats≠ | 6 | 5 |
| Resum≠ | The Theil-Sen estimator is a robust linear regression method that estimates the slope as the median of the slopes computed over all pairs of data points. Introduced by Henri Theil in 1950 and extended by P. K. Sen in 1968, it tolerates outliers in the response with a breakdown point of about 29%. | 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. |
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