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Kvanttiiliregressio×OLS-regressio (Ordinary Least Squares)×Poisson- ja negatiivinen binomiregressio×
TieteenalaEkonometriaEkonometriaEkonometria
MenetelmäperheRegression modelRegression modelRegression model
Syntyvuosi197820191998
KehittäjäKoenker & BassettWooldridge (textbook treatment); classical least squaresCameron & Trivedi (textbook treatment); Hilbe (negative binomial)
TyyppiConditional quantile regressionLinear regressionGeneralized linear model for count data
AlkuperäislähdeKoenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860Cameron, A. C. & Trivedi, P. K. (1998). Regression Analysis of Count Data. Cambridge University Press. DOI ↗
Rinnakkaisnimetconditional quantile regression, regression quantiles, Kantil Regresyonordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonucount regression, log-linear count model, negative binomial regression, Poisson / Negatif Binom Regresyon
Liittyvät554
TiivistelmäQuantile 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.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).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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ScholarGateVertaile menetelmiä: Quantile Regression · OLS Regression · Poisson Regression. Haettu 2026-06-18 osoitteesta https://scholargate.app/fi/compare