Sammenlign metoder
Gjennomgå de valgte metodene side om side; rader som avviker, er uthevet.
| Multivariat multippel regresjon× | Hotellings T²-test× | Logistisk regresjon× | Multivariat kovariansanalyse (MANCOVA)× | Minste kvadraters metode (OLS)× | |
|---|---|---|---|---|---|
| Fagfelt≠ | Statistikk | Statistikk | Forskningsstatistikk | Statistikk | Økonometri |
| Familie≠ | Regression model | Hypothesis test | Process / pipeline | Hypothesis test | Regression model |
| Opprinnelsesår≠ | 2007 | 1931 | 1958 | 1970 | 2019 |
| Opphavsperson≠ | Johnson & Wichern (textbook treatment); classical multivariate least squares | Harold Hotelling | David Roxbee Cox | Extension of MANOVA and ANCOVA traditions; consolidated in multivariate textbooks by the 1970s–1980s | Wooldridge (textbook treatment); classical least squares |
| Type≠ | Multivariate linear regression | Multivariate parametric mean comparison | Method | Parametric multivariate mean comparison with covariate control | Linear regression |
| Opprinnelig kilde≠ | Johnson, R. A. & Wichern, D. W. (2007). Applied Multivariate Statistical Analysis (6th ed.). Pearson. ISBN: 978-0131877153 | Hotelling, H. (1931). The Generalization of Student's Ratio. Annals of Mathematical Statistics, 2(3), 360–378. link ↗ | Cox, D. R. (1958). The regression analysis of binary sequences. Journal of the Royal Statistical Society, Series B, 20(2), 215–242. DOI ↗ | Tabachnick, B. G. & Fidell, L. S. (2019). Using Multivariate Statistics (7th ed.). Pearson. ISBN: 978-0134790541 | Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860 |
| Alias≠ | multivariate multiple regression, MLR with multiple dependent variables, multiple-outcome regression, Çok Değişkenli Regresyon (MLR — Çoklu DV) | Hotelling T² Testi — Çok Değişkenli t-Testi, multivariate t-test, Hotelling T-squared | logit model, binomial logistic regression, LR | MANCOVA, multivariate ANCOVA, MANOVA with covariates, MANCOVA — Çok Değişkenli Kovaryans Analizi | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu |
| Relaterte≠ | 5 | 6 | 3 | 5 | 5 |
| Sammendrag≠ | 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. | Hotelling's T² test is a multivariate parametric hypothesis test that simultaneously compares the mean vectors of two independent groups across multiple continuous outcome variables. It was introduced by Harold Hotelling in 1931 as the direct multivariate generalization of Student's t-test, replacing the scalar mean difference with a vector difference scaled by the pooled variance-covariance matrix. | Logistic regression is a statistical method for modeling the probability of a binary outcome (disease present/absent, success/failure) as a function of continuous and categorical predictors. Developed by David Roxbee Cox (1958), it solves the problem of predicting categorical outcomes by applying a logistic transformation to constrain predictions to the [0,1] probability interval, enabling accurate risk stratification, diagnostic prediction, and causal inference in epidemiology, medicine, and social science. | MANCOVA (Multivariate Analysis of Covariance) is a parametric hypothesis test that simultaneously compares two or more groups on multiple continuous dependent variables while statistically controlling for one or more covariates. It extends MANOVA by incorporating covariate adjustment, a tradition consolidated in multivariate statistical methodology by the 1970s and authoritatively documented by Tabachnick and Fidell (2019). | 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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