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베이즈 회귀×다항 로지스틱 회귀×
분야베이지안계량경제학
계열Bayesian methodsRegression model
기원 연도1974
창시자McFadden
유형Bayesian linear modelMultinomial logistic regression
원전Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A. & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955McFadden, D. (1974). Conditional Logit Analysis of Qualitative Choice Behavior. In P. Zarembka (Ed.), Frontiers in Econometrics (pp. 105-142). Academic Press. ISBN: 978-0127761503
별칭bayesian linear regression, probabilistic regression, bayesian regresyonmultinomial logistic regression, polytomous logistic regression, softmax regression, Çok Kategorili Lojistik Regresyon
관련25
요약Bayesian regression is a probabilistic version of linear regression that treats the model parameters as uncertain quantities. Instead of returning a single best-fit estimate, it combines prior knowledge with the observed data to produce a full posterior probability distribution for each parameter, from which credible intervals and predictions are read off.Multinomial logistic regression is a maximum-likelihood method for a nominal (unordered) dependent variable with more than two categories. Building on McFadden's 1974 treatment of qualitative choice, it gives each category its own set of coefficients relative to a reference category.
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