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רגרסיית ריבועים פחותים רגילים (OLS)×מבחן פרמוטציה (אקראיזציה)×אומד תייל-סן×
תחוםאקונומטריקהסטטיסטיקהסטטיסטיקה
משפחהRegression modelRegression modelRegression model
שנת המקור201920051968
הוגה השיטהWooldridge (textbook treatment); classical least squaresGood (2005); Edgington & Onghena (2007); resampling traditionHenri Theil (1950); P. K. Sen (1968)
סוגLinear regressionNonparametric resampling testRobust linear regression
מקור מכונןWooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860Good, P. (2005). Permutation, Parametric and Bootstrap Tests of Hypotheses (3rd ed.). Springer. ISBN: 978-0387202792Sen, P. K. (1968). Estimates of the Regression Coefficient Based on Kendall's Tau. Journal of the American Statistical Association, 63(324), 1379-1389. DOI ↗
כינוייםordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonurandomization test, exact permutation test, re-randomization test, Permütasyon TestiTheil-Sen Tahmincisi, Theil-Sen regression, median slope estimator, Sen's slope estimator
קשורות556
תקצירOrdinary 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).The permutation test is a nonparametric resampling procedure that builds the sampling distribution of a test statistic directly from the data by repeatedly shuffling the group labels. Developed in the resampling tradition and treated systematically by Good (2005) and Edgington & Onghena (2007), it requires no parametric distributional assumption and yields an exact p-value.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%.
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ScholarGateהשוואת שיטות: OLS Regression · Permutation Test · Theil-Sen Estimator. אוחזר בתאריך 2026-06-18 מתוך https://scholargate.app/he/compare