Módszerek összehasonlítása

	S-becslő a robusztus regresszióhoz	MM-becslés robusztus regresszióhoz	Regresszió Ordináris Legkisebb Négyzetes (OLS) módszerrel	Kvantilis regresszió
Tudományterület	Statisztika	Statisztika	Ökonometria	Ökonometria
Módszercsalád	Regression model	Regression model	Regression model	Regression model
Keletkezés éve	1984	1987	2019	1978
Megalkotó	Rousseeuw & Yohai (1984)	Victor J. Yohai	Wooldridge (textbook treatment); classical least squares	Koenker & Bassett
Típus	Robust linear regression	Robust linear regression	Linear regression	Conditional quantile regression
Alapmű	Rousseeuw, P. J. & Yohai, V. J. (1984). Robust Regression by Means of S-Estimators. In Robust and Nonlinear Time Series Analysis (Lecture Notes in Statistics, Vol. 26, pp. 256-272). Springer.	Yohai, V. J. (1987). High Breakdown-Point and High Efficiency Robust Estimates for Regression. Annals of Statistics, 15(2), 642-656.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
Alternatív nevek	S-estimation, robust S-regression, S-Tahmin Edici	MM-estimation, MM robust regression, high-breakdown high-efficiency estimator, MM-Tahmin Edici	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	conditional quantile regression, regression quantiles, Kantil Regresyon
Kapcsolódó	5	5	5	5
Összefoglaló	The S-estimator is a robust linear-regression method, introduced by Rousseeuw and Yohai in 1984, that estimates the coefficients by minimising a robust M-estimate of the residual scale rather than the variance of the residuals. By driving down a bounded measure of residual spread it can attain a breakdown point of up to 50%, so it stays reliable even when a large share of the data are outliers, and it provides the first stage of the well-known MM-estimator.	The MM-estimator is a robust linear regression method introduced by Victor J. Yohai in 1987. It combines the high breakdown point of an S-estimator with the high efficiency of an M-estimator, so it resists outliers strongly while still using the data efficiently when errors are well-behaved.	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.