השוואת שיטות

	מבחן T בריבוע של הוטלינג	רגרסיה לוגיסטית	רגרסיית ריבועים פחותים רגילים (OLS)
תחום	סטטיסטיקה	סטטיסטיקה למחקר	אקונומטריקה
משפחה	Hypothesis test	Process / pipeline	Regression model
שנת המקור	1931	1958	2019
הוגה השיטה	Harold Hotelling	David Roxbee Cox	Wooldridge (textbook treatment); classical least squares
סוג	Multivariate parametric mean comparison	Method	Linear regression
מקור מכונן	Hotelling, H. (1931). The Generalization of Student's Ratio. Annals of Mathematical Statistics, 2(3), 360–378.	Cox, D. R. (1958). The regression analysis of binary sequences. Journal of the Royal Statistical Society, Series B, 20(2), 215–242.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
כינויים	Hotelling T² Testi — Çok Değişkenli t-Testi, multivariate t-test, Hotelling T-squared	logit model, binomial logistic regression, LR	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
קשורות	6	3	5
תקציר	Hotelling's T² test is a multivariate parametric hypothesis test that simultaneously compares the mean vectors of two independent groups across multiple continuous outcome variables. It was introduced by Harold Hotelling in 1931 as the direct multivariate generalization of Student's t-test, replacing the scalar mean difference with a vector difference scaled by the pooled variance-covariance matrix.	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.	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).