Linganisha mbinu

	OLS Imara (OLS yenye Makosa Sanifu Imara)	Regression ya Kiasi (Quantile Regression)
Nyanja	Ekonometriki	Ekonometriki
Familia	Regression model	Regression model
Mwaka wa asili	1980	1978
Mwanzilishi	Halbert White	Koenker & Bassett
Aina	Linear regression with robust inference	Conditional quantile regression
Chanzo asilia	White, H. (1980). A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica, 48(4), 817–838.	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
Majina mbadala	HC robust regression, White robust OLS, sandwich estimator OLS, OLS with robust standard errors	conditional quantile regression, regression quantiles, Kantil Regresyon
Zinazohusiana	6	5
Muhtasari	Robust OLS applies ordinary least squares to estimate coefficients and then replaces the classical standard errors with heteroscedasticity-consistent (HC) standard errors — commonly called White standard errors. This leaves the point estimates unchanged while yielding valid t-statistics and confidence intervals even when the error variance is not constant across observations.	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.