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| Regresszió Ordináris Legkisebb Négyzetes (OLS) módszerrel× | Tau (τ) regressziós becslő× | |
|---|---|---|
| Tudományterület≠ | Ökonometria | Statisztika |
| Módszercsalád | Regression model | Regression model |
| Keletkezés éve≠ | 2019 | 1988 |
| Megalkotó≠ | Wooldridge (textbook treatment); classical least squares | Yohai & Zamar |
| Típus≠ | Linear regression | Robust linear regression |
| Alapmű≠ | Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860 | Yohai, V. J., & Zamar, R. H. (1988). High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale. Journal of the American Statistical Association, 83(402), 406-413. DOI ↗ |
| Alternatív nevek≠ | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu | tau regression estimator, robust tau regression, Tau-Tahmin Edici |
| Kapcsolódó≠ | 5 | 4 |
| Összefoglaló≠ | 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). | The Tau estimator is a robust linear regression method introduced by Yohai and Zamar in 1988 that fits the model by minimising an efficient τ-scale of the residuals. It builds on the scale estimate of the S-estimator to combine a high breakdown point with high statistical efficiency, and is often used as an alternative to the MM-estimator in small samples. |
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