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Regresioni me Mënyrën më të Vogël të Katrorëve (OLS)×Regresioni kuantil×Regresioni Ridge×
FushaEkonometriEkonometriMësimi i makinës
FamiljaRegression modelRegression modelMachine learning
Viti i origjinës201919781970
KrijuesiWooldridge (textbook treatment); classical least squaresKoenker & BassettHoerl, A.E. & Kennard, R.W.
LlojiLinear regressionConditional quantile regressionL2-regularized linear regression
Burimi themeluesWooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗Hoerl, A.E. & Kennard, R.W. (1970). Ridge Regression: Biased Estimation for Nonorthogonal Problems. Technometrics, 12(1), 55–67. DOI ↗
Emërtime të tjeraordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonuconditional quantile regression, regression quantiles, Kantil RegresyonRidge Regresyonu, ridge regresyonu, L2-regularized regression, Tikhonov regularization
Të lidhura554
PërmbledhjaOrdinary 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.
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ScholarGateKrahasoni metodat: OLS Regression · Quantile Regression · Ridge Regression. Marrë më 2026-06-18 nga https://scholargate.app/sq/compare