Comparer des méthodes

	Régression de Poisson et binomiale négative	Régression logistique	Régression quantile
Domaine	Économétrie	Statistiques de recherche	Économétrie
Famille	Regression model	Process / pipeline	Regression model
Année d'origine	1998	1958	1978
Auteur d'origine	Cameron & Trivedi (textbook treatment); Hilbe (negative binomial)	David Roxbee Cox	Koenker & Bassett
Type	Generalized linear model for count data	Method	Conditional quantile regression
Source fondatrice	Cameron, A. C. & Trivedi, P. K. (1998). Regression Analysis of Count Data. Cambridge University Press.	Cox, D. R. (1958). The regression analysis of binary sequences. Journal of the Royal Statistical Society, Series B, 20(2), 215–242.	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
Alias	count regression, log-linear count model, negative binomial regression, Poisson / Negatif Binom Regresyon	logit model, binomial logistic regression, LR	conditional quantile regression, regression quantiles, Kantil Regresyon
Apparentées	4	3	5
Résumé	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.	Logistic regression is a statistical method for modeling the probability of a binary outcome (disease present/absent, success/failure) as a function of continuous and categorical predictors. Developed by David Roxbee Cox (1958), it solves the problem of predicting categorical outcomes by applying a logistic transformation to constrain predictions to the [0,1] probability interval, enabling accurate risk stratification, diagnostic prediction, and causal inference in epidemiology, medicine, and social science.	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.