방법 비교

	라쏘 회귀	최소제곱법(OLS) 회귀	패널 데이터 고정 효과 모형	포아송 및 음이항 회귀분석
분야	머신러닝	계량경제학	계량경제학	계량경제학
계열	Machine learning	Regression model	Regression model	Regression model
기원 연도	1996	2019	2014	1998
창시자	Tibshirani, R.	Wooldridge (textbook treatment); classical least squares	Hsiao (textbook treatment); within transformation of panel data	Cameron & Trivedi (textbook treatment); Hilbe (negative binomial)
유형	Regularized linear regression (L1 penalty)	Linear regression	Panel data regression	Generalized linear model for count data
원전	Tibshirani, R. (1996). Regression Shrinkage and Selection via the Lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press.	Cameron, A. C. & Trivedi, P. K. (1998). Regression Analysis of Count Data. Cambridge University Press.
별칭	LASSO Regresyonu, lasso, L1-regularized regression, L1 regularization	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli	count regression, log-linear count model, negative binomial regression, Poisson / Negatif Binom Regresyon
관련	4	5	5	4
요약	Lasso regression, introduced by Robert Tibshirani in 1996, is a linear regression method that adds an L1 penalty to the loss so that it shrinks coefficients and performs variable selection at the same time, producing a sparse model. By driving some coefficients exactly to zero it keeps only the predictors that matter.	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).	The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).	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.