So sánh phương pháp

	Hồi quy tuyến tính bội vững chắc	Hồi quy Quantile
Lĩnh vực	Thống kê	Kinh tế lượng
Họ	Regression model	Regression model
Năm ra đời	1964–1980s	1978
Người khởi xướng	Peter J. Huber (M-estimators, 1964); extended by Rousseeuw, Yohai, and Maronna	Koenker & Bassett
Loại	Robust linear regression	Conditional quantile regression
Công trình gốc	Huber, P. J. (1964). Robust estimation of a location parameter. Annals of Mathematical Statistics, 35(1), 73–101.	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
Tên gọi khác	robust MLR, M-estimator regression, resistant multiple regression, robust OLS	conditional quantile regression, regression quantiles, Kantil Regresyon
Liên quan	6	5
Tóm tắt	Robust multiple linear regression estimates the linear relationship between a continuous outcome and several predictors while being resistant to outliers and violations of the normality assumption. Instead of minimising the sum of squared residuals, it uses a bounded loss function — most commonly Huber's or Tukey's bisquare — so that extreme observations receive limited influence on the estimated coefficients.	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.