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| Diagnostik Pengaruh (Jarak Cook, DFFITS, Leverage)× | Regresi Kuasa Dua Terkecil Biasa (OLS)× | Regresi Kuantil× | |
|---|---|---|---|
| Bidang≠ | Statistik | Ekonometrik | Ekonometrik |
| Keluarga | Regression model | Regression model | Regression model |
| Tahun asal≠ | 1977 | 2019 | 1978 |
| Pengasas≠ | R. Dennis Cook (Cook's distance); Belsley, Kuh & Welsch (DFFITS, leverage) | Wooldridge (textbook treatment); classical least squares | Koenker & Bassett |
| Jenis≠ | Regression diagnostic | Linear regression | Conditional quantile regression |
| Sumber perintis≠ | Cook, R. D. (1977). Detection of Influential Observations in Linear Regression. Technometrics, 19(1), 15-18. DOI ↗ | Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860 | Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗ |
| Alias≠ | Cook's distance, DFFITS, leverage, influential observation detection | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu | conditional quantile regression, regression quantiles, Kantil Regresyon |
| Berkaitan | 5 | 5 | 5 |
| Ringkasan≠ | Influence diagnostics are a family of post-fit measures that quantify how much each single observation affects a fitted regression. Cook's distance was introduced by R. Dennis Cook in 1977, with leverage and DFFITS formalised by Belsley, Kuh and Welsch in 1980, to flag the observations that most strongly pull the estimated coefficients. | Ordinary 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. |
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