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Regresión Gamma (GLM)×Regresión por Mínimos Cuadrados Ordinarios (MCO)×
CampoEstadísticaEconometría
FamiliaRegression modelRegression model
Año de origen19892019
Autor originalMcCullagh & Nelder (GLM framework)Wooldridge (textbook treatment); classical least squares
TipoGeneralized linear modelLinear regression
Fuente seminalMcCullagh, P. & Nelder, J. A. (1989). Generalized Linear Models (2nd ed.). Chapman and Hall. DOI ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Aliasgamma GLM, gamma generalized linear model, Gamma Regresyonu (GLM)ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Relacionados45
ResumenGamma regression is a generalized linear model that uses the gamma distribution to model a positive, right-skewed continuous outcome. Developed within the GLM framework of McCullagh and Nelder (1989), it is an alternative to ordinary linear regression for variables such as health-care costs, durations, and income.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).
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  3. PUBLISHED

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ScholarGateComparar métodos: Gamma Regression · OLS Regression. Recuperado el 2026-06-17 de https://scholargate.app/es/compare