手法を比較

	ベイズ加重最小二乗法（Bayesian WLS）	ロバスト加重最小二乗法 (Robust WLS)
分野	計量経済学	計量経済学
系統	Regression model	Regression model
提唱年	1971	1964/1981
提唱者	Arnold Zellner (Bayesian econometrics framework)	Huber, P. J.
種類	Bayesian weighted regression	Robust weighted regression
原典	Zellner, A. (1971). An Introduction to Bayesian Inference in Econometrics. Wiley, New York. ISBN: 978-0471169376	Huber, P. J. (1981). Robust Statistics. Wiley. ISBN: 978-0471418054
別名	Bayesian weighted regression, BWLS, Bayesian heteroscedastic regression, weighted Bayesian linear regression	robust weighted least squares, RWLS, heteroscedasticity-robust WLS, outlier-robust weighted regression
関連	4	5
概要	Bayesian Weighted Least Squares combines the classical WLS weighting scheme — which downweights observations with high error variance — with Bayesian prior distributions over the regression coefficients and error variance. The result is a posterior distribution that reflects both the data likelihood and prior beliefs, providing full uncertainty quantification in heteroscedastic settings.	Robust WLS combines weighted least squares — which corrects for known or estimated heteroscedasticity — with robust M-estimation that down-weights influential outliers. The result is a regression estimator that is simultaneously efficient under non-constant error variance and resistant to observations that would otherwise distort coefficient estimates.