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	संरचनात्मक ब्रेक डब्ल्यूएलएस (संरचनात्मक ब्रेक सुधार के साथ भारित न्यूनतम वर्ग)	स्ट्रक्चरल ब्रेक ओएलएस (Structural Break OLS)
क्षेत्र	अर्थमिति	अर्थमिति
परिवार	Regression model	Regression model
उद्भव वर्ष	1998 (break framework); WLS long-established	1960–1998
प्रवर्तक	Bai & Perron (structural break framework); WLS classical	Chow (1960) for the breakpoint test; Bai & Perron (1998) for multiple break estimation
प्रकार	Weighted regression with regime shifts	Segmented linear regression
मौलिक स्रोत	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47-78.	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78.
उपनाम	WLS with structural change, break-corrected WLS, segmented WLS, structural break weighted regression	OLS with structural breaks, piecewise OLS, regime-switching OLS, breakpoint regression
संबंधित	5	6
सारांश	Structural Break WLS combines Weighted Least Squares estimation with explicit detection and correction for structural breaks — abrupt regime shifts — in the data. By identifying break points and assigning observation-level weights that account for heteroscedasticity within and across regimes, the estimator delivers consistent, efficient coefficient estimates even when the error variance changes dramatically at a break.	Structural Break OLS extends ordinary least squares to allow regression coefficients to shift at one or more breakpoints in time or across regimes. Rather than forcing a single coefficient vector across the entire sample, the model partitions the data and estimates a separate OLS regression within each segment, making it appropriate when economic relationships are suspected to change due to policy shifts, crises, or other structural events.