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Régression binomiale négative×Régression par Moindres Carrés Ordinaires (MCO)×Régression quantile×
DomaineÉconométrieÉconométrieÉconométrie
FamilleRegression modelRegression modelRegression model
Année d'origine201120191978
Auteur d'origineHilbe (textbook treatment); generalized linear model frameworkWooldridge (textbook treatment); classical least squaresKoenker & Bassett
TypeGeneralized linear model for count dataLinear regressionConditional quantile regression
Source fondatriceHilbe, J. M. (2011). Negative Binomial Regression (2nd ed.). Cambridge University Press. DOI ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗
AliasNB regression, NB2 regression, negatif binom regresyonuordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonuconditional quantile regression, regression quantiles, Kantil Regresyon
Apparentées455
RésuméNegative 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).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: Negative Binomial Regression · OLS Regression · Quantile Regression. Consulté le 2026-06-18 sur https://scholargate.app/fr/compare