方法对比

	分位数回归	稳健OLS（具有稳健标准误的OLS）
领域	计量经济学	计量经济学
方法族	Regression model	Regression model
起源年份	1978	1980
提出者	Koenker & Bassett	Halbert White
类型	Conditional quantile regression	Linear regression with robust inference
开创性文献	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.	White, H. (1980). A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica, 48(4), 817–838.
别名	conditional quantile regression, regression quantiles, Kantil Regresyon	HC robust regression, White robust OLS, sandwich estimator OLS, OLS with robust standard errors
相关	5	6
摘要	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.	Robust OLS applies ordinary least squares to estimate coefficients and then replaces the classical standard errors with heteroscedasticity-consistent (HC) standard errors — commonly called White standard errors. This leaves the point estimates unchanged while yielding valid t-statistics and confidence intervals even when the error variance is not constant across observations.