विधियों की तुलना करें

	क्वांटाइल रिग्रेशन	साधारण न्यूनतम वर्ग (OLS) समाश्रयण
क्षेत्र	अर्थमिति	अर्थमिति
परिवार	Regression model	Regression model
उद्भव वर्ष	1978	2019
प्रवर्तक	Koenker & Bassett	Wooldridge (textbook treatment); classical least squares
प्रकार	Conditional quantile regression	Linear regression
मौलिक स्रोत	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
उपनाम	conditional quantile regression, regression quantiles, Kantil Regresyon	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
संबंधित	5	5
सारांश	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).