Compară metode
Examinează metodele selectate una lângă alta; rândurile care diferă sunt evidențiate.
| Regresia celor mai mici mediane de pătrate (LMS)× | Regresia cuantilică× | |
|---|---|---|
| Domeniu≠ | Statistică | Econometrie |
| Familie | Regression model | Regression model |
| Anul apariției≠ | 1984 | 1978 |
| Autorul original≠ | Peter J. Rousseeuw | Koenker & Bassett |
| Tip≠ | Robust linear regression | Conditional quantile regression |
| Sursa seminală≠ | 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 ↗ |
| Denumiri alternative | LMS, least median of squares regression, en küçük medyan kareler (LMS) | conditional quantile regression, regression quantiles, Kantil Regresyon |
| Înrudite | 5 | 5 |
| Rezumat≠ | 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. |
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