Methoden vergleichen

	Bruchpunktanalyse	Methode der kleinsten Quadrate (OLS)
Fachgebiet	Statistik	Ökonometrie
Familie	Regression model	Regression model
Entstehungsjahr	1983	2019
Urheber	Hampel (1971); Donoho & Huber (1983)	Wooldridge (textbook treatment); classical least squares
Typ	Robustness diagnostic for estimators	Linear regression
Wegweisende Quelle	Donoho, D. L. & Huber, P. J. (1983). The Notion of Breakdown Point. In A Festschrift for Erich L. Lehmann (pp. 157-184). Wadsworth.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Aliasnamen	breakdown point, finite-sample breakdown point, robustness breakdown analysis, Bozunma Noktası Analizi	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Verwandt	5	5
Zusammenfassung	Breakdown point analysis quantifies the fraction of outliers an estimator can tolerate before it produces meaningless results. Formalised by Hampel (1971) and Donoho and Huber (1983), it is the standard tool for comparing the robustness of competing estimators.	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).