Linganisha mbinu

	Urejeshaji wa Njia ya Viwango Vidogo vya Kawaida (OLS)	Regression ya Kiasi (Quantile Regression)	Regressioni ya Mtepe
Nyanja	Ekonometriki	Ekonometriki	Ujifunzaji wa Mashine
Familia	Regression model	Regression model	Machine learning
Mwaka wa asili	2019	1978	1970
Mwanzilishi	Wooldridge (textbook treatment); classical least squares	Koenker & Bassett	Hoerl, A.E. & Kennard, R.W.
Aina	Linear regression	Conditional quantile regression	L2-regularized linear regression
Chanzo asilia	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.	Hoerl, A.E. & Kennard, R.W. (1970). Ridge Regression: Biased Estimation for Nonorthogonal Problems. Technometrics, 12(1), 55–67.
Majina mbadala	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	conditional quantile regression, regression quantiles, Kantil Regresyon	Ridge Regresyonu, ridge regresyonu, L2-regularized regression, Tikhonov regularization
Zinazohusiana	5	5	4
Muhtasari	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.	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.