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Tobit 절단 회귀 모형×음이항 회귀×
분야계량경제학계량경제학
계열Regression modelRegression model
기원 연도19582011
창시자James TobinHilbe (textbook treatment); generalized linear model framework
유형Censored regression (limited dependent variable)Generalized linear model for count data
원전Tobin, J. (1958). Estimation of Relationships for Limited Dependent Variables. Econometrica, 26(1), 24-36. DOI ↗Hilbe, J. M. (2011). Negative Binomial Regression (2nd ed.). Cambridge University Press. DOI ↗
별칭censored regression, limited dependent variable model, Tobit Modeli (Sansürlü Regresyon)NB regression, NB2 regression, negatif binom regresyonu
관련44
요약The Tobit model is a regression for outcomes that are censored at a threshold, estimating the relationship by maximum likelihood. Introduced by James Tobin in 1958, it addresses the pile-up of observations at a limit (typically zero) in data such as spending, wages, or duration.Negative Binomial Regression is a generalized linear model for count outcomes that extends Poisson regression to handle overdispersion, where the variance of the counts exceeds their mean. Developed in the GLM tradition and treated in depth by Hilbe (2011), it adds a dispersion parameter so that inference stays valid when Poisson would understate the spread of the data.
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