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Gama regresija (GLM)×Regresija običnih najmanjih kvadrata (OLS)×Kvantilna regresija×
PodručjeStatistikaEkonometrijaEkonometrija
ObiteljRegression modelRegression modelRegression model
Godina nastanka198920191978
TvoracMcCullagh & Nelder (GLM framework)Wooldridge (textbook treatment); classical least squaresKoenker & Bassett
VrstaGeneralized linear modelLinear regressionConditional quantile regression
Temeljni izvorMcCullagh, P. & Nelder, J. A. (1989). Generalized Linear Models (2nd ed.). Chapman and Hall. 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 ↗
Drugi nazivigamma GLM, gamma generalized linear model, Gamma Regresyonu (GLM)ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonuconditional quantile regression, regression quantiles, Kantil Regresyon
Srodne455
SažetakGamma regression is a generalized linear model that uses the gamma distribution to model a positive, right-skewed continuous outcome. Developed within the GLM framework of McCullagh and Nelder (1989), it is an alternative to ordinary linear regression for variables such as health-care costs, durations, and income.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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ScholarGateUsporedite metode: Gamma Regression · OLS Regression · Quantile Regression. Preuzeto 2026-06-18 s https://scholargate.app/hr/compare