เปรียบเทียบวิธี

	Robust WLS	การถดถอยควอนไทล์
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1964/1981	1978
ผู้ริเริ่ม	Huber, P. J.	Koenker & Bassett
ประเภท	Robust weighted regression	Conditional quantile regression
แหล่งต้นตำรับ	Huber, P. J. (1981). Robust Statistics. Wiley. ISBN: 978-0471418054	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
ชื่อเรียกอื่น	robust weighted least squares, RWLS, heteroscedasticity-robust WLS, outlier-robust weighted regression	conditional quantile regression, regression quantiles, Kantil Regresyon
ที่เกี่ยวข้อง	5	5
สรุป	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.