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Régression bêta×Régression quantile×
DomaineStatistiqueÉconométrie
FamilleRegression modelRegression model
Année d'origine20041978
Auteur d'origineFerrari & Cribari-NetoKoenker & Bassett
TypeGeneralized linear model (beta distribution)Conditional quantile regression
Source fondatriceFerrari, S. L. P. & Cribari-Neto, F. (2004). Beta Regression for Modelling Rates and Proportions. Journal of Applied Statistics, 31(7), 799–815. DOI ↗Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗
Aliasbeta regression model, proportion regression, Beta Regresyonuconditional quantile regression, regression quantiles, Kantil Regresyon
Apparentées45
RésuméBeta regression is a generalized linear model introduced by Ferrari and Cribari-Neto (2004) for outcomes that are rates or proportions confined to the open interval (0,1). It models the mean of a beta-distributed response through a link function, making it the natural choice for fractions, probability scores, and proportion indices.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.
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ScholarGateComparer des méthodes: Beta Regression · Quantile Regression. Consulté le 2026-06-17 sur https://scholargate.app/fr/compare