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ガンマ回帰 (GLM)×負の二項回帰×ポアソン回帰と負の二項回帰×
分野統計学計量経済学計量経済学
系統Regression modelRegression modelRegression model
提唱年198920111998
提唱者McCullagh & Nelder (GLM framework)Hilbe (textbook treatment); generalized linear model frameworkCameron & Trivedi (textbook treatment); Hilbe (negative binomial)
種類Generalized linear modelGeneralized linear model for count dataGeneralized linear model for count data
原典McCullagh, P. & Nelder, J. A. (1989). Generalized Linear Models (2nd ed.). Chapman and Hall. DOI ↗Hilbe, J. M. (2011). Negative Binomial Regression (2nd ed.). Cambridge University Press. DOI ↗Cameron, A. C. & Trivedi, P. K. (1998). Regression Analysis of Count Data. Cambridge University Press. DOI ↗
別名gamma GLM, gamma generalized linear model, Gamma Regresyonu (GLM)NB regression, NB2 regression, negatif binom regresyonucount regression, log-linear count model, negative binomial regression, Poisson / Negatif Binom Regresyon
関連444
概要Gamma 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.Negative 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.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.
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ScholarGate手法を比較: Gamma Regression · Negative Binomial Regression · Poisson Regression. 2026-06-18に以下より取得 https://scholargate.app/ja/compare