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일반화 선형 모형 (GLM)×포아송 및 음이항 회귀분석×
분야통계학계량경제학
계열Regression modelRegression model
기원 연도19721998
창시자John A. Nelder & Robert W. M. WedderburnCameron & Trivedi (textbook treatment); Hilbe (negative binomial)
유형Regression frameworkGeneralized linear model for count data
원전Nelder, J. A., & Wedderburn, R. W. M. (1972). Generalized linear models. Journal of the Royal Statistical Society: Series A (General), 135(3), 370–384. DOI ↗Cameron, A. C. & Trivedi, P. K. (1998). Regression Analysis of Count Data. Cambridge University Press. DOI ↗
별칭GLM, generalized regression, exponential family regression, link-function modelcount regression, log-linear count model, negative binomial regression, Poisson / Negatif Binom Regresyon
관련64
요약The Generalized Linear Model is a unified regression framework that extends ordinary linear regression to outcomes from the exponential family — including binary, count, proportion, and continuous positive outcomes. A link function connects the linear predictor to the mean of the response, enabling principled modelling beyond the Gaussian case.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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