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Befolyásdiagnosztika (Cook távolság, DFFITS, szórás)×Regresszió Ordináris Legkisebb Négyzetes (OLS) módszerrel×Kvantilis regresszió×
TudományterületStatisztikaÖkonometriaÖkonometria
MódszercsaládRegression modelRegression modelRegression model
Keletkezés éve197720191978
MegalkotóR. Dennis Cook (Cook's distance); Belsley, Kuh & Welsch (DFFITS, leverage)Wooldridge (textbook treatment); classical least squaresKoenker & Bassett
TípusRegression diagnosticLinear regressionConditional quantile regression
AlapműCook, R. D. (1977). Detection of Influential Observations in Linear Regression. Technometrics, 19(1), 15-18. DOI ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗
Alternatív nevekCook's distance, DFFITS, leverage, influential observation detectionordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonuconditional quantile regression, regression quantiles, Kantil Regresyon
Kapcsolódó555
ÖsszefoglalóInfluence 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.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).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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ScholarGateMódszerek összehasonlítása: Influence Diagnostics · OLS Regression · Quantile Regression. Letöltve 2026-06-18, forrás: https://scholargate.app/hu/compare