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ガンマ回帰 (GLM)×最小二乗法 (OLS) 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198920191998
提唱者McCullagh & Nelder (GLM framework)Wooldridge (textbook treatment); classical least squaresCameron & Trivedi (textbook treatment); Hilbe (negative binomial)
種類Generalized linear modelLinear regressionGeneralized linear model for count data
原典McCullagh, 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: 978-1337558860Cameron, 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)ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonucount regression, log-linear count model, negative binomial regression, Poisson / Negatif Binom Regresyon
関連454
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.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).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 · OLS Regression · Poisson Regression. 2026-06-18に以下より取得 https://scholargate.app/ja/compare