Porovnať metódy

	Odhad mediánovej absolútnej odchýlky (MAD)	Regresia metódou najmenších štvorcov (OLS)	Kvantilová regresia
Odbor	Štatistika	Ekonometria	Ekonometria
Rodina	Regression model	Regression model	Regression model
Rok vzniku	1974	2019	1978
Tvorca	Hampel (influence-curve treatment); classical robust statistics	Wooldridge (textbook treatment); classical least squares	Koenker & Bassett
Typ	Robust scale estimator	Linear regression	Conditional quantile regression
Pôvodný zdroj	Hampel, F. R. (1974). The Influence Curve and Its Role in Robust Estimation. Journal of the American Statistical Association, 69(346), 383-393.	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.
Ďalšie názvy	median absolute deviation, MAD scale estimator, robust scale estimation, Medyan Mutlak Sapma (MAD) Tahmini	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	conditional quantile regression, regression quantiles, Kantil Regresyon
Príbuzné	5	5	5
Zhrnutie	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.	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.