Krahasoni metodat

	Regresioni me Mënyrën më të Vogël të Katrorëve (OLS)	Regresioni kuantil	Robust Generalized Least Squares (Robust GLS)
Fusha	Ekonometri	Ekonometri	Ekonometri
Familja	Regression model	Regression model	Regression model
Viti i origjinës	2019	1978	1936 / 1980
Krijuesi	Wooldridge (textbook treatment); classical least squares	Koenker & Bassett	Aitken (GLS theory, 1936); White (robust covariance, 1980)
Lloji	Linear regression	Conditional quantile regression	Robust linear regression
Burimi themelues	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.	Greene, W. H. (2012). Econometric Analysis (7th ed.). Pearson. Chapter 9: The Generalized Regression Model and Heteroscedasticity. ISBN: 978-0131395381
Emërtime të tjera	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	conditional quantile regression, regression quantiles, Kantil Regresyon	robust generalized least squares, GLS with robust standard errors, heteroscedasticity-consistent GLS, HC-GLS
Të lidhura	5	5	5
Përmbledhja	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.	Robust GLS extends classical Generalized Least Squares by pairing GLS coefficient estimation with heteroscedasticity- and autocorrelation-consistent (HAC) standard errors, or by using M-estimation within the GLS framework. It corrects for non-spherical errors — heteroscedasticity, autocorrelation, or both — while also guarding inference against misspecification of the error covariance structure.