Compară metode

	Modelul Tobit cu regresie cenzurată	Regresia Logistică	Regresia prin metoda celor mai mici pătrate ordinare (OLS)
Domeniu	Econometrie	Statistică pentru cercetare	Econometrie
Familie	Regression model	Process / pipeline	Regression model
Anul apariției	1958	1958	2019
Autorul original	James Tobin	David Roxbee Cox	Wooldridge (textbook treatment); classical least squares
Tip	Censored regression (limited dependent variable)	Method	Linear regression
Sursa seminală	Tobin, J. (1958). Estimation of Relationships for Limited Dependent Variables. Econometrica, 26(1), 24-36.	Cox, D. R. (1958). The regression analysis of binary sequences. Journal of the Royal Statistical Society, Series B, 20(2), 215–242.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Denumiri alternative	censored regression, limited dependent variable model, Tobit Modeli (Sansürlü Regresyon)	logit model, binomial logistic regression, LR	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Înrudite	4	3	5
Rezumat	The 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.	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.	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).