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| Suy luận ngẫu nhiên Fisher× | Suy luận Bootstrap× | Hồi quy Bình phương Tối thiểu Thông thường (OLS)× | |
|---|---|---|---|
| Lĩnh vực≠ | Thống kê | Thống kê | Kinh tế lượng |
| Họ | Regression model | Regression model | Regression model |
| Năm ra đời≠ | 1935 | 1979 | 2019 |
| Người khởi xướng≠ | Ronald A. Fisher | Bradley Efron | Wooldridge (textbook treatment); classical least squares |
| Loại≠ | Exact permutation-based inference | Resampling-based inference | Linear regression |
| Công trình gốc≠ | Fisher, R. A. (1935). The Design of Experiments. Oliver & Boyd. link ↗ | Efron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26. DOI ↗ | Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860 |
| Tên gọi khác | fisher randomization test, permutation inference, exact randomization test, randomizasyon çıkarımı (fisher exact randomization) | bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu |
| Liên quan | 5 | 5 | 5 |
| Tóm tắt≠ | Randomization inference, introduced by Ronald A. Fisher in The Design of Experiments (1935), computes an exact p-value by evaluating a test statistic across all possible treatment assignments under Fisher's sharp null hypothesis. It is regarded as the gold standard for analysing designed experiments because its validity rests on the known assignment mechanism rather than on distributional assumptions. | Bootstrap inference, introduced by Bradley Efron in 1979, estimates the sampling distribution of a statistic by repeatedly resampling the observed data with replacement. It requires no distributional assumption and produces reliable confidence intervals even in small samples. | 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). |
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