Linganisha mbinu

	Mbinu Imara ya Mraba Midogo Iliyopimwa (Robust WLS)	Regression ya Kiasi (Quantile Regression)	OLS Imara (OLS yenye Makosa Sanifu Imara)
Nyanja	Ekonometriki	Ekonometriki	Ekonometriki
Familia	Regression model	Regression model	Regression model
Mwaka wa asili	1964/1981	1978	1980
Mwanzilishi	Huber, P. J.	Koenker & Bassett	Halbert White
Aina	Robust weighted regression	Conditional quantile regression	Linear regression with robust inference
Chanzo asilia	Huber, P. J. (1981). Robust Statistics. Wiley. ISBN: 978-0471418054	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.	White, H. (1980). A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica, 48(4), 817–838.
Majina mbadala	robust weighted least squares, RWLS, heteroscedasticity-robust WLS, outlier-robust weighted regression	conditional quantile regression, regression quantiles, Kantil Regresyon	HC robust regression, White robust OLS, sandwich estimator OLS, OLS with robust standard errors
Zinazohusiana	5	5	6
Muhtasari	Robust 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.	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.