Linganisha mbinu
Pitia mbinu ulizochagua bega kwa bega; safu zinazotofautiana zinaangaziwa.
| Regresheni ya Kizingiti× | Regression ya Kiasi (Quantile Regression)× | |
|---|---|---|
| Nyanja | Ekonometriki | Ekonometriki |
| Familia | Regression model | Regression model |
| Mwaka wa asili≠ | 2000 | 1978 |
| Mwanzilishi≠ | Bruce E. Hansen | Koenker & Bassett |
| Aina≠ | Nonlinear regime-switching regression | Conditional quantile regression |
| Chanzo asilia≠ | Hansen, B. E. (2000). Sample Splitting and Threshold Estimation. Econometrica, 68(3), 575-603. DOI ↗ | Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗ |
| Majina mbadala≠ | threshold model, regime-switching regression, sample splitting model, Eşik Değer Regresyonu (Threshold Regression) | conditional quantile regression, regression quantiles, Kantil Regresyon |
| Zinazohusiana | 5 | 5 |
| Muhtasari≠ | Threshold regression is a nonlinear, regime-switching model in which the regression parameters take different values above and below an estimated threshold value of a threshold variable. The sample-splitting and threshold-estimation framework was developed by Bruce E. Hansen (2000) and is widely used for time-series and panel data with structural breaks and regime-dependent relationships. | 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. |
| ScholarGateSeti ya data ↗ |
|
|