Porovnať metódy

	Kvantilová regresia	Regresia metódou najmenších štvorcov (OLS)
Odbor	Ekonometria	Ekonometria
Rodina	Regression model	Regression model
Rok vzniku	1978	2019
Tvorca	Koenker & Bassett	Wooldridge (textbook treatment); classical least squares
Typ	Conditional quantile regression	Linear regression
Pôvodný zdroj	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Ďalšie názvy	conditional quantile regression, regression quantiles, Kantil Regresyon	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Príbuzné	5	5
Zhrnutie	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.	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).