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Діагностика впливу (відстань Кука, DFFITS, плече)×Регресія звичайно найменших квадратів (ЗНК)×Квантильна регресія×
ГалузьСтатистикаЕконометрикаЕконометрика
РодинаRegression modelRegression modelRegression model
Рік появи197720191978
Автор методуR. Dennis Cook (Cook's distance); Belsley, Kuh & Welsch (DFFITS, leverage)Wooldridge (textbook treatment); classical least squaresKoenker & Bassett
ТипRegression diagnosticLinear regressionConditional quantile regression
Основоположне джерелоCook, R. D. (1977). Detection of Influential Observations in Linear Regression. Technometrics, 19(1), 15-18. DOI ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗
Інші назвиCook's distance, DFFITS, leverage, influential observation detectionordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonuconditional quantile regression, regression quantiles, Kantil Regresyon
Пов'язані555
ПідсумокInfluence diagnostics are a family of post-fit measures that quantify how much each single observation affects a fitted regression. Cook's distance was introduced by R. Dennis Cook in 1977, with leverage and DFFITS formalised by Belsley, Kuh and Welsch in 1980, to flag the observations that most strongly pull the estimated coefficients.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).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.
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ScholarGateПорівняння методів: Influence Diagnostics · OLS Regression · Quantile Regression. Отримано 2026-06-18 з https://scholargate.app/uk/compare