Methoden vergelijken
Bekijk de geselecteerde methoden naast elkaar; rijen die verschillen zijn gemarkeerd.
| S-schatter voor Robuuste Regressie× | Gewone Kleinste Kwadraten (GKK) Regressie× | Kwantielregressie× | |
|---|---|---|---|
| Vakgebied≠ | Statistiek | Econometrie | Econometrie |
| Familie | Regression model | Regression model | Regression model |
| Jaar van ontstaan≠ | 1984 | 2019 | 1978 |
| Grondlegger≠ | Rousseeuw & Yohai (1984) | Wooldridge (textbook treatment); classical least squares | Koenker & Bassett |
| Type≠ | Robust linear regression | Linear regression | Conditional quantile regression |
| Oorspronkelijke bron≠ | Rousseeuw, P. J. & Yohai, V. J. (1984). Robust Regression by Means of S-Estimators. In Robust and Nonlinear Time Series Analysis (Lecture Notes in Statistics, Vol. 26, pp. 256-272). Springer. 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 ↗ |
| Aliassen≠ | S-estimation, robust S-regression, S-Tahmin Edici | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu | conditional quantile regression, regression quantiles, Kantil Regresyon |
| Verwant | 5 | 5 | 5 |
| Samenvatting≠ | The S-estimator is a robust linear-regression method, introduced by Rousseeuw and Yohai in 1984, that estimates the coefficients by minimising a robust M-estimate of the residual scale rather than the variance of the residuals. By driving down a bounded measure of residual spread it can attain a breakdown point of up to 50%, so it stays reliable even when a large share of the data are outliers, and it provides the first stage of the well-known MM-estimator. | 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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