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	Robust logistisk regression	Vanligaste minsta kvadratmetoden (OLS) Regression	Kvantilregression
Ämnesområde	Statistik	Ekonometri	Ekonometri
Familj	Regression model	Regression model	Regression model
Ursprungsår	2001	2019	1978
Upphovsperson	Cantoni & Ronchetti (2001); Bondell (2008)	Wooldridge (textbook treatment); classical least squares	Koenker & Bassett
Typ	Robust generalized linear model (binary outcome)	Linear regression	Conditional quantile regression
Ursprungskälla	Cantoni, E. & Ronchetti, E. (2001). Robust Inference for Generalized Linear Models. Journal of the American Statistical Association, 96(455), 1022-1030.	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.
Alias	robust binary regression, weighted logistic regression, Mallows-type logistic regression, Robust Lojistik Regresyon	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	conditional quantile regression, regression quantiles, Kantil Regresyon
Närliggande	5	5	5
Sammanfattning	Robust Logistic Regression is a variant of logistic regression that is resistant to outliers and leverage points, fitting a binary or categorical outcome with Mallows-type weighted estimation. The robust framework for generalized linear models was developed by Cantoni and Ronchetti (2001), with a weighting approach later refined by Bondell (2008).	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.