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| Dijagnostika utjecaja (Cookova udaljenost, DFFITS, poluga)× | Kvantilna regresija× | |
|---|---|---|
| Područje≠ | Statistika | Ekonometrija |
| Obitelj | Regression model | Regression model |
| Godina nastanka≠ | 1977 | 1978 |
| Tvorac≠ | R. Dennis Cook (Cook's distance); Belsley, Kuh & Welsch (DFFITS, leverage) | Koenker & Bassett |
| Vrsta≠ | Regression diagnostic | Conditional quantile regression |
| Temeljni izvor≠ | Cook, R. D. (1977). Detection of Influential Observations in Linear Regression. Technometrics, 19(1), 15-18. DOI ↗ | Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗ |
| Drugi nazivi≠ | Cook's distance, DFFITS, leverage, influential observation detection | conditional quantile regression, regression quantiles, Kantil Regresyon |
| Srodne | 5 | 5 |
| Sažetak≠ | Influence diagnostics are a family of post-fit measures that quantify how much each single observation affects a fitted regression. Cook's distance was introduced by R. Dennis Cook in 1977, with leverage and DFFITS formalised by Belsley, Kuh and Welsch in 1980, to flag the observations that most strongly pull the estimated coefficients. | 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. |
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