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Regresioni me Mënyrën më të Vogël të Katrorëve (OLS)×Regresioni kuantil×Estimimi robust i kovariancës (MCD)×
FushaEkonometriEkonometriStatistikë
FamiljaRegression modelRegression modelRegression model
Viti i origjinës201919781999
KrijuesiWooldridge (textbook treatment); classical least squaresKoenker & BassettRousseeuw; Rousseeuw & Van Driessen (Fast-MCD)
LlojiLinear regressionConditional quantile regressionRobust multivariate location-scatter estimator
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 ↗Rousseeuw, P. J. & Van Driessen, K. (1999). A Fast Algorithm for the Minimum Covariance Determinant Estimator. Technometrics, 41(3), 212-223. DOI ↗
Emërtime të tjeraordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonuconditional quantile regression, regression quantiles, Kantil Regresyonminimum covariance determinant, MCD estimator, robust covariance estimation, Robust Kovaryans Tahmini (MCD)
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.Robust Covariance via the Minimum Covariance Determinant (MCD) estimates a multivariate mean vector and covariance matrix that are not distorted by outliers. It was made practical by the Fast-MCD algorithm of Rousseeuw and Van Driessen (1999), building on Rousseeuw's earlier work on robust estimation.
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ScholarGateKrahasoni metodat: OLS Regression · Quantile Regression · Robust Covariance (MCD). Marrë më 2026-06-19 nga https://scholargate.app/sq/compare