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베타 회귀분석×최소제곱법(OLS) 회귀×
분야통계학계량경제학
계열Regression modelRegression model
기원 연도20042019
창시자Ferrari & Cribari-NetoWooldridge (textbook treatment); classical least squares
유형Generalized linear model (beta distribution)Linear regression
원전Ferrari, S. L. P. & Cribari-Neto, F. (2004). Beta Regression for Modelling Rates and Proportions. Journal of Applied Statistics, 31(7), 799–815. DOI ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
별칭beta regression model, proportion regression, Beta Regresyonuordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
관련45
요약Beta regression is a generalized linear model introduced by Ferrari and Cribari-Neto (2004) for outcomes that are rates or proportions confined to the open interval (0,1). It models the mean of a beta-distributed response through a link function, making it the natural choice for fractions, probability scores, and proportion indices.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).
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