Сравнение методов

	Диагностика влияния (расстояние Кука, DFFITS, плечо)	Регрессия методом обыкновенных наименьших квадратов (ОНМК)	Квантильная регрессия	Гребневая регрессия
Область	Статистика	Эконометрика	Эконометрика	Машинное обучение
Семейство	Regression model	Regression model	Regression model	Machine learning
Год появления	1977	2019	1978	1970
Автор метода	R. Dennis Cook (Cook's distance); Belsley, Kuh & Welsch (DFFITS, leverage)	Wooldridge (textbook treatment); classical least squares	Koenker & Bassett	Hoerl, A.E. & Kennard, R.W.
Тип	Regression diagnostic	Linear regression	Conditional quantile regression	L2-regularized linear regression
Основополагающий источник	Cook, R. D. (1977). Detection of Influential Observations in Linear Regression. Technometrics, 19(1), 15-18.	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.	Hoerl, A.E. & Kennard, R.W. (1970). Ridge Regression: Biased Estimation for Nonorthogonal Problems. Technometrics, 12(1), 55–67.
Другие названия	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	Ridge Regresyonu, ridge regresyonu, L2-regularized regression, Tikhonov regularization
Связанные	5	5	5	4
Сводка	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.	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.