Σύγκριση μεθόδων

	Παλινδρόμηση Λογιστικής Πολλαπλών Ομάδων	Ανάλυση Παλινδρόμησης Αρνητικού Διωνύμου	Παλινδρόμηση Ελαχίστων Τετραγώνων (OLS)
Πεδίο	Οικονομετρία	Οικονομετρία	Οικονομετρία
Οικογένεια	Regression model	Regression model	Regression model
Έτος προέλευσης	1974	2011	2019
Δημιουργός	McFadden	Hilbe (textbook treatment); generalized linear model framework	Wooldridge (textbook treatment); classical least squares
Τύπος	Multinomial logistic regression	Generalized linear model for count data	Linear regression
Θεμελιώδης πηγή	McFadden, D. (1974). Conditional Logit Analysis of Qualitative Choice Behavior. In P. Zarembka (Ed.), Frontiers in Econometrics (pp. 105-142). Academic Press. ISBN: 978-0127761503	Hilbe, J. M. (2011). Negative Binomial Regression (2nd ed.). Cambridge University Press.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Εναλλακτικές ονομασίες	multinomial logistic regression, polytomous logistic regression, softmax regression, Çok Kategorili Lojistik Regresyon	NB regression, NB2 regression, negatif binom regresyonu	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Συναφείς	5	4	5
Σύνοψη	Multinomial logistic regression is a maximum-likelihood method for a nominal (unordered) dependent variable with more than two categories. Building on McFadden's 1974 treatment of qualitative choice, it gives each category its own set of coefficients relative to a reference category.	Negative Binomial Regression is a generalized linear model for count outcomes that extends Poisson regression to handle overdispersion, where the variance of the counts exceeds their mean. Developed in the GLM tradition and treated in depth by Hilbe (2011), it adds a dispersion parameter so that inference stays valid when Poisson would understate the spread of the data.	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).