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	बायेसियन वेटेड लीस्ट स्क्वेयर्स (Bayesian Weighted Least Squares - Bayesian WLS)	मजबूत भारित न्यूनतम वर्ग (Robust WLS)
क्षेत्र	अर्थमिति	अर्थमिति
परिवार	Regression model	Regression model
उद्भव वर्ष	1971	1964/1981
प्रवर्तक	Arnold Zellner (Bayesian econometrics framework)	Huber, P. J.
प्रकार	Bayesian weighted regression	Robust weighted regression
मौलिक स्रोत	Zellner, A. (1971). An Introduction to Bayesian Inference in Econometrics. Wiley, New York. ISBN: 978-0471169376	Huber, P. J. (1981). Robust Statistics. Wiley. ISBN: 978-0471418054
उपनाम	Bayesian weighted regression, BWLS, Bayesian heteroscedastic regression, weighted Bayesian linear regression	robust weighted least squares, RWLS, heteroscedasticity-robust WLS, outlier-robust weighted regression
संबंधित	4	5
सारांश	Bayesian Weighted Least Squares combines the classical WLS weighting scheme — which downweights observations with high error variance — with Bayesian prior distributions over the regression coefficients and error variance. The result is a posterior distribution that reflects both the data likelihood and prior beliefs, providing full uncertainty quantification in heteroscedastic settings.	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.