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Regresi Kuadrat Terkecil Biasa (Ordinary Least Squares - OLS)×Regresi Kuantil×Regresi Ridge×
BidangEkonometrikaEkonometrikaPembelajaran Mesin
KeluargaRegression modelRegression modelMachine learning
Tahun asal201919781970
PencetusWooldridge (textbook treatment); classical least squaresKoenker & BassettHoerl, A.E. & Kennard, R.W.
TipeLinear regressionConditional quantile regressionL2-regularized linear regression
Sumber perintisWooldridge, 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 ↗Hoerl, A.E. & Kennard, R.W. (1970). Ridge Regression: Biased Estimation for Nonorthogonal Problems. Technometrics, 12(1), 55–67. DOI ↗
Aliasordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonuconditional quantile regression, regression quantiles, Kantil RegresyonRidge Regresyonu, ridge regresyonu, L2-regularized regression, Tikhonov regularization
Terkait554
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).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.Ridge Regression is an L2-regularized linear regression method, introduced by Arthur Hoerl and Robert Kennard in 1970, that reduces multicollinearity by adding a penalty on the size of the coefficients. It shrinks coefficients toward zero without setting any of them exactly to zero, producing more stable estimates when predictors are highly correlated.
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ScholarGateBandingkan metode: OLS Regression · Quantile Regression · Ridge Regression. Diakses 2026-06-18 dari https://scholargate.app/id/compare