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감마 회귀 (GLM)×포아송 및 음이항 회귀분석×
분야통계학계량경제학
계열Regression modelRegression model
기원 연도19891998
창시자McCullagh & Nelder (GLM framework)Cameron & Trivedi (textbook treatment); Hilbe (negative binomial)
유형Generalized linear modelGeneralized linear model for count data
원전McCullagh, P. & Nelder, J. A. (1989). Generalized Linear Models (2nd ed.). Chapman and Hall. DOI ↗Cameron, A. C. & Trivedi, P. K. (1998). Regression Analysis of Count Data. Cambridge University Press. DOI ↗
별칭gamma GLM, gamma generalized linear model, Gamma Regresyonu (GLM)count regression, log-linear count model, negative binomial regression, Poisson / Negatif Binom Regresyon
관련44
요약Gamma 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.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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