Methoden vergleichen

	Robust Weighted Least Squares (Robust WLS)	Methode der kleinsten Quadrate (OLS)	Quantile Regression	Robuste verallgemeinerte Kleinste Quadrate (Robuste GLS)
Fachgebiet	Ökonometrie	Ökonometrie	Ökonometrie	Ökonometrie
Familie	Regression model	Regression model	Regression model	Regression model
Entstehungsjahr	1964/1981	2019	1978	1936 / 1980
Urheber	Huber, P. J.	Wooldridge (textbook treatment); classical least squares	Koenker & Bassett	Aitken (GLS theory, 1936); White (robust covariance, 1980)
Typ	Robust weighted regression	Linear regression	Conditional quantile regression	Robust linear regression
Wegweisende Quelle	Huber, P. J. (1981). Robust Statistics. Wiley. ISBN: 978-0471418054	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.	Greene, W. H. (2012). Econometric Analysis (7th ed.). Pearson. Chapter 9: The Generalized Regression Model and Heteroscedasticity. ISBN: 978-0131395381
Aliasnamen	robust weighted least squares, RWLS, heteroscedasticity-robust WLS, outlier-robust weighted regression	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	conditional quantile regression, regression quantiles, Kantil Regresyon	robust generalized least squares, GLS with robust standard errors, heteroscedasticity-consistent GLS, HC-GLS
Verwandt	5	5	5	5
Zusammenfassung	Robust WLS combines weighted least squares — which corrects for known or estimated heteroscedasticity — with robust M-estimation that down-weights influential outliers. The result is a regression estimator that is simultaneously efficient under non-constant error variance and resistant to observations that would otherwise distort coefficient estimates.	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).	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.	Robust GLS extends classical Generalized Least Squares by pairing GLS coefficient estimation with heteroscedasticity- and autocorrelation-consistent (HAC) standard errors, or by using M-estimation within the GLS framework. It corrects for non-spherical errors — heteroscedasticity, autocorrelation, or both — while also guarding inference against misspecification of the error covariance structure.