Vertaile menetelmiä

	Kvanttiiliregressio	OLS-regressio (Ordinary Least Squares)
Tieteenala	Ekonometria	Ekonometria
Menetelmäperhe	Regression model	Regression model
Syntyvuosi	1978	2019
Kehittäjä	Koenker & Bassett	Wooldridge (textbook treatment); classical least squares
Tyyppi	Conditional quantile regression	Linear regression
Alkuperäislähde	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Rinnakkaisnimet	conditional quantile regression, regression quantiles, Kantil Regresyon	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Liittyvät	5	5
Tiivistelmä	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).