Comparar métodos
Examine os métodos selecionados lado a lado; as linhas que diferem ficam destacadas.
| Regressão por Mínima Mediana dos Quadrados (LMS)× | Regressão Quantílica× | |
|---|---|---|
| Área≠ | Estatística | Econometria |
| Família | Regression model | Regression model |
| Ano de origem≠ | 1984 | 1978 |
| Autor original≠ | Peter J. Rousseeuw | Koenker & Bassett |
| Tipo≠ | Robust linear regression | Conditional quantile regression |
| Fonte seminal≠ | Rousseeuw, P. J. (1984). Least Median of Squares Regression. Journal of the American Statistical Association, 79(388), 871-880. DOI ↗ | Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗ |
| Outros nomes | LMS, least median of squares regression, en küçük medyan kareler (LMS) | conditional quantile regression, regression quantiles, Kantil Regresyon |
| Relacionados | 5 | 5 |
| Resumo≠ | Least Median of Squares is a robust linear regression method introduced by Peter J. Rousseeuw in 1984. Instead of minimising the sum of squared residuals like ordinary least squares, it minimises the median of the squared residuals, which lets the fit resist contamination by up to roughly 50% outliers. | 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. |
| ScholarGateConjunto de dados ↗ |
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