手法を比較

	分位点回帰	頑健OLS（頑健標準誤差付きOLS）
分野	計量経済学	計量経済学
系統	Regression model	Regression model
提唱年	1978	1980
提唱者	Koenker & Bassett	Halbert White
種類	Conditional quantile regression	Linear regression with robust inference
原典	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.	White, H. (1980). A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica, 48(4), 817–838.
別名	conditional quantile regression, regression quantiles, Kantil Regresyon	HC robust regression, White robust OLS, sandwich estimator OLS, OLS with robust standard errors
関連	5	6
概要	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.	Robust OLS applies ordinary least squares to estimate coefficients and then replaces the classical standard errors with heteroscedasticity-consistent (HC) standard errors — commonly called White standard errors. This leaves the point estimates unchanged while yielding valid t-statistics and confidence intervals even when the error variance is not constant across observations.