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Робусни пондерисани метод најмањих квадрата (Robust WLS)×Kvantilna regresija×
OblastEkonometrijaEkonometrija
PorodicaRegression modelRegression model
Godina nastanka1964/19811978
TvoracHuber, P. J.Koenker & Bassett
TipRobust weighted regressionConditional quantile regression
Temeljni izvorHuber, P. J. (1981). Robust Statistics. Wiley. ISBN: 978-0471418054Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗
Drugi nazivirobust weighted least squares, RWLS, heteroscedasticity-robust WLS, outlier-robust weighted regressionconditional quantile regression, regression quantiles, Kantil Regresyon
Srodne55
SažetakRobust WLS combines weighted least squares — which corrects for known or estimated heteroscedasticity — with robust M-estimation that down-weights influential outliers. The result is a regression estimator that is simultaneously efficient under non-constant error variance and resistant to observations that would otherwise distort coefficient estimates.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.
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ScholarGateUporedite metode: Robust WLS · Quantile Regression. Preuzeto 2026-06-15 sa https://scholargate.app/sr/compare