Порівняння методів

	Регресія звичайно найменших квадратів (ЗНК)	Lasso-регресія	Квантильна регресія
Галузь	Економетрика	Машинне навчання	Економетрика
Родина	Regression model	Machine learning	Regression model
Рік появи	2019	1996	1978
Автор методу	Wooldridge (textbook treatment); classical least squares	Tibshirani, R.	Koenker & Bassett
Тип	Linear regression	Regularized linear regression (L1 penalty)	Conditional quantile regression
Основоположне джерело	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Tibshirani, R. (1996). Regression Shrinkage and Selection via the Lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288.	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
Інші назви	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	LASSO Regresyonu, lasso, L1-regularized regression, L1 regularization	conditional quantile regression, regression quantiles, Kantil Regresyon
Пов'язані	5	4	5
Підсумок	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).	Lasso regression, introduced by Robert Tibshirani in 1996, is a linear regression method that adds an L1 penalty to the loss so that it shrinks coefficients and performs variable selection at the same time, producing a sparse model. By driving some coefficients exactly to zero it keeps only the predictors that matter.	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.