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Regresi Kuadrat Terkecil Biasa (Ordinary Least Squares - OLS)×Uji Permutasi (Randomisasi)×Estimator Theil-Sen×
BidangEkonometrikaStatistikaStatistika
KeluargaRegression modelRegression modelRegression model
Tahun asal201920051968
PencetusWooldridge (textbook treatment); classical least squaresGood (2005); Edgington & Onghena (2007); resampling traditionHenri Theil (1950); P. K. Sen (1968)
TipeLinear regressionNonparametric resampling testRobust linear regression
Sumber perintisWooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860Good, P. (2005). Permutation, Parametric and Bootstrap Tests of Hypotheses (3rd ed.). Springer. ISBN: 978-0387202792Sen, P. K. (1968). Estimates of the Regression Coefficient Based on Kendall's Tau. Journal of the American Statistical Association, 63(324), 1379-1389. DOI ↗
Aliasordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonurandomization test, exact permutation test, re-randomization test, Permütasyon TestiTheil-Sen Tahmincisi, Theil-Sen regression, median slope estimator, Sen's slope estimator
Terkait556
RingkasanOrdinary 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 permutation test is a nonparametric resampling procedure that builds the sampling distribution of a test statistic directly from the data by repeatedly shuffling the group labels. Developed in the resampling tradition and treated systematically by Good (2005) and Edgington & Onghena (2007), it requires no parametric distributional assumption and yields an exact p-value.The Theil-Sen estimator is a robust linear regression method that estimates the slope as the median of the slopes computed over all pairs of data points. Introduced by Henri Theil in 1950 and extended by P. K. Sen in 1968, it tolerates outliers in the response with a breakdown point of about 29%.
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ScholarGateBandingkan metode: OLS Regression · Permutation Test · Theil-Sen Estimator. Diakses 2026-06-18 dari https://scholargate.app/id/compare