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계층적 선형 모형 (HLM)×최소제곱법(OLS) 회귀×
분야통계학계량경제학
계열Regression modelRegression model
기원 연도19922019
창시자Bryk & RaudenbushWooldridge (textbook treatment); classical least squares
유형Multilevel linear regressionLinear regression
원전Raudenbush, S. W., & Bryk, A. S. (2002). Hierarchical Linear Models: Applications and Data Analysis Methods (2nd ed.). Sage Publications. ISBN: 978-0761919049Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
별칭HLM, multilevel linear model, nested data model, random coefficient modelordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
관련45
요약The Hierarchical Linear Model (HLM) is a multilevel regression method designed for data in which lower-level units (e.g., students, patients) are nested within higher-level groups (e.g., schools, hospitals). It simultaneously models within-group relationships and between-group variation, producing unbiased estimates and correct standard errors that ordinary regression cannot provide for nested 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).
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