Sammenlign metoder
Gennemgå dine valgte metoder side om side; rækker, der afviger, er fremhævet.
| Kvantilregression× | Almindelig mindste kvadraters metode (OLS) regression× | |
|---|---|---|
| Fagområde | Økonometri | Økonometri |
| Familie | Regression model | Regression model |
| Oprindelsesår≠ | 1978 | 2019 |
| Ophavsperson≠ | Koenker & Bassett | Wooldridge (textbook treatment); classical least squares |
| Type≠ | Conditional quantile regression | Linear regression |
| Oprindelig kilde≠ | Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗ | Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860 |
| Aliasser≠ | conditional quantile regression, regression quantiles, Kantil Regresyon | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu |
| Relaterede | 5 | 5 |
| Resumé≠ | 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. | 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). |
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