방법 비교
선택한 방법을 나란히 검토하세요. 서로 다른 행은 강조 표시됩니다.
| 다변량 복수 선형 회귀분석 (Multivariate Multiple Linear Regression)× | 최소제곱법(OLS) 회귀× | |
|---|---|---|
| 분야≠ | 통계학 | 계량경제학 |
| 계열 | Regression model | Regression model |
| 기원 연도≠ | 2007 | 2019 |
| 창시자≠ | Johnson & Wichern (textbook treatment); classical multivariate least squares | Wooldridge (textbook treatment); classical least squares |
| 유형≠ | Multivariate linear regression | Linear regression |
| 원전≠ | Johnson, R. A. & Wichern, D. W. (2007). Applied Multivariate Statistical Analysis (6th ed.). Pearson. ISBN: 978-0131877153 | Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860 |
| 별칭 | multivariate multiple regression, MLR with multiple dependent variables, multiple-outcome regression, Çok Değişkenli Regresyon (MLR — Çoklu DV) | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu |
| 관련 | 5 | 5 |
| 요약≠ | Multivariate regression is a linear regression method that predicts several continuous dependent variables at the same time from a shared set of predictors. As developed in standard treatments such as Johnson and Wichern's Applied Multivariate Statistical Analysis (2007), each response equation can be fitted by ordinary least squares while the covariance structure of the residuals is used for joint testing across outcomes. | 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). |
| ScholarGate데이터셋 ↗ |
|
|