Porovnat metody
Prohlédněte si vybrané metody vedle sebe; řádky, které se liší, jsou zvýrazněny.
| Kvantilová regrese× | Regrese Lasso× | Poissonova a negativně binomická regrese× | |
|---|---|---|---|
| Obor≠ | Ekonometrie | Strojové učení | Ekonometrie |
| Rodina≠ | Regression model | Machine learning | Regression model |
| Rok vzniku≠ | 1978 | 1996 | 1998 |
| Tvůrce≠ | Koenker & Bassett | Tibshirani, R. | Cameron & Trivedi (textbook treatment); Hilbe (negative binomial) |
| Typ≠ | Conditional quantile regression | Regularized linear regression (L1 penalty) | Generalized linear model for count data |
| Původní zdroj≠ | Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗ | Tibshirani, R. (1996). Regression Shrinkage and Selection via the Lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288. DOI ↗ | Cameron, A. C. & Trivedi, P. K. (1998). Regression Analysis of Count Data. Cambridge University Press. DOI ↗ |
| Další názvy≠ | conditional quantile regression, regression quantiles, Kantil Regresyon | LASSO Regresyonu, lasso, L1-regularized regression, L1 regularization | count regression, log-linear count model, negative binomial regression, Poisson / Negatif Binom Regresyon |
| Příbuzné≠ | 5 | 4 | 4 |
| Shrnutí≠ | 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. | 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. | Poisson regression is a generalized linear model for count outcomes — events tallied as non-negative integers such as hospital admissions, accidents, or article counts. It models the log of the expected count as a linear function of the predictors, and is developed in the standard count-data treatment of Cameron and Trivedi (1998); when the counts are over-dispersed, the closely related negative binomial model (Hilbe, 2011) is preferred. |
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