Comparar métodos

	Diagnósticos de Influência (Distância de Cook, DFFITS, Alavancagem)	Estimativa pelo Desvio Absoluto Mediano (MAD)	Regressão Quantílica	Regressão Ridge
Área	Estatística	Estatística	Econometria	Aprendizado de máquina
Família	Regression model	Regression model	Regression model	Machine learning
Ano de origem	1977	1974	1978	1970
Autor original	R. Dennis Cook (Cook's distance); Belsley, Kuh & Welsch (DFFITS, leverage)	Hampel (influence-curve treatment); classical robust statistics	Koenker & Bassett	Hoerl, A.E. & Kennard, R.W.
Tipo	Regression diagnostic	Robust scale estimator	Conditional quantile regression	L2-regularized linear regression
Fonte seminal	Cook, R. D. (1977). Detection of Influential Observations in Linear Regression. Technometrics, 19(1), 15-18.	Hampel, F. R. (1974). The Influence Curve and Its Role in Robust Estimation. Journal of the American Statistical Association, 69(346), 383-393.	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.	Hoerl, A.E. & Kennard, R.W. (1970). Ridge Regression: Biased Estimation for Nonorthogonal Problems. Technometrics, 12(1), 55–67.
Outros nomes	Cook's distance, DFFITS, leverage, influential observation detection	median absolute deviation, MAD scale estimator, robust scale estimation, Medyan Mutlak Sapma (MAD) Tahmini	conditional quantile regression, regression quantiles, Kantil Regresyon	Ridge Regresyonu, ridge regresyonu, L2-regularized regression, Tikhonov regularization
Relacionados	5	5	5	4
Resumo	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.	Median Absolute Deviation estimation is a robust measure of statistical dispersion that replaces the standard deviation when outliers are present. Rooted in the influence-curve framework formalised by Hampel (1974), it summarises the spread of a continuous variable using medians instead of means, so a single extreme value cannot distort the result.	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.	Ridge Regression is an L2-regularized linear regression method, introduced by Arthur Hoerl and Robert Kennard in 1970, that reduces multicollinearity by adding a penalty on the size of the coefficients. It shrinks coefficients toward zero without setting any of them exactly to zero, producing more stable estimates when predictors are highly correlated.