Linganisha mbinu

	Urejeshaji wa Njia ya Viwango Vidogo vya Kawaida (OLS)	Uthabiti wa Makadirio ya Kovariansi (MCD)
Nyanja	Ekonometriki	Takwimu
Familia	Regression model	Regression model
Mwaka wa asili	2019	1999
Mwanzilishi	Wooldridge (textbook treatment); classical least squares	Rousseeuw; Rousseeuw & Van Driessen (Fast-MCD)
Aina	Linear regression	Robust multivariate location-scatter estimator
Chanzo asilia	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Rousseeuw, P. J. & Van Driessen, K. (1999). A Fast Algorithm for the Minimum Covariance Determinant Estimator. Technometrics, 41(3), 212-223.
Majina mbadala	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	minimum covariance determinant, MCD estimator, robust covariance estimation, Robust Kovaryans Tahmini (MCD)
Zinazohusiana	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).	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.