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다항 로지스틱 회귀×순서형 로지스틱 회귀분석 (Ordered Logit/Probit)×
분야계량경제학계량경제학
계열Regression modelRegression model
기원 연도19741980
창시자McFaddenMcCullagh (proportional odds / cumulative model)
유형Multinomial logistic regressionCumulative ordinal regression
원전McFadden, D. (1974). Conditional Logit Analysis of Qualitative Choice Behavior. In P. Zarembka (Ed.), Frontiers in Econometrics (pp. 105-142). Academic Press. ISBN: 978-0127761503McCullagh, P. (1980). Regression Models for Ordinal Data. Journal of the Royal Statistical Society: Series B, 42(2), 109-142. DOI ↗
별칭multinomial logistic regression, polytomous logistic regression, softmax regression, Çok Kategorili Lojistik Regresyonordinal logistic regression, proportional odds model, cumulative logit model, ordered probit
관련54
요약Multinomial logistic regression is a maximum-likelihood method for a nominal (unordered) dependent variable with more than two categories. Building on McFadden's 1974 treatment of qualitative choice, it gives each category its own set of coefficients relative to a reference category.Ordered logit is a cumulative regression model for an ordinal dependent variable, fitting a logit (or probit) link to the cumulative category probabilities. Developed in McCullagh's 1980 treatment of regression models for ordinal data, it is the standard tool for Likert-scale, rating, and ranked outcomes.
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