ScholarGate
Asisten

Bandingkan metode

Tinjau metode pilihan Anda berdampingan; baris yang berbeda akan disorot.

Regresi Kuadrat Terkecil Biasa (Ordinary Least Squares - OLS)×Regresi Kuantil×Estimator Tau (τ) untuk Regresi×
BidangEkonometrikaEkonometrikaStatistika
KeluargaRegression modelRegression modelRegression model
Tahun asal201919781988
PencetusWooldridge (textbook treatment); classical least squaresKoenker & BassettYohai & Zamar
TipeLinear regressionConditional quantile regressionRobust 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 ↗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 ↗
Aliasordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonuconditional quantile regression, regression quantiles, Kantil Regresyontau regression estimator, robust tau regression, Tau-Tahmin Edici
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.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.
ScholarGateSet data
  1. v1
  2. 1 Sumber
  3. PUBLISHED
  1. v1
  2. 2 Sumber
  3. PUBLISHED
  1. v1
  2. 2 Sumber
  3. PUBLISHED

Ke halaman pencarian Unduh salindia

ScholarGateBandingkan metode: OLS Regression · Quantile Regression · Tau Estimator. Diakses 2026-06-19 dari https://scholargate.app/id/compare