قارن الطرق

	الانحدار اللوجستي	انحدار المربعات الصغرى العادية (OLS)	انحدار الكوانتيل
المجال	إحصاء البحث	الاقتصاد القياسي	الاقتصاد القياسي
العائلة	Process / pipeline	Regression model	Regression model
سنة النشأة	1958	2019	1978
صاحب الطريقة	David Roxbee Cox	Wooldridge (textbook treatment); classical least squares	Koenker & Bassett
النوع	Method	Linear regression	Conditional quantile regression
المصدر التأسيسي	Cox, D. R. (1958). The regression analysis of binary sequences. Journal of the Royal Statistical Society, Series B, 20(2), 215–242.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
الأسماء البديلة	logit model, binomial logistic regression, LR	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	conditional quantile regression, regression quantiles, Kantil Regresyon
ذات صلة	3	5	5
الملخص	Logistic regression is a statistical method for modeling the probability of a binary outcome (disease present/absent, success/failure) as a function of continuous and categorical predictors. Developed by David Roxbee Cox (1958), it solves the problem of predicting categorical outcomes by applying a logistic transformation to constrain predictions to the [0,1] probability interval, enabling accurate risk stratification, diagnostic prediction, and causal inference in epidemiology, medicine, and social science.	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.