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負の二項回帰×最小二乗法 (OLS) 回帰×ポアソン回帰と負の二項回帰×
分野計量経済学計量経済学計量経済学
系統Regression modelRegression modelRegression model
提唱年201120191998
提唱者Hilbe (textbook treatment); generalized linear model frameworkWooldridge (textbook treatment); classical least squaresCameron & Trivedi (textbook treatment); Hilbe (negative binomial)
種類Generalized linear model for count dataLinear regressionGeneralized linear model for count data
原典Hilbe, J. M. (2011). Negative Binomial Regression (2nd ed.). Cambridge University Press. 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NB regression, NB2 regression, negatif binom regresyonuordinary 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.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: Negative Binomial Regression · OLS Regression · Poisson Regression. 2026-06-18に以下より取得 https://scholargate.app/ja/compare