Uporedite metode

	Negativna binomna regresija	Regresija običnih najmanjih kvadrata (OLS)	Kvantilna regresija
Oblast	Ekonometrija	Ekonometrija	Ekonometrija
Porodica	Regression model	Regression model	Regression model
Godina nastanka	2011	2019	1978
Tvorac	Hilbe (textbook treatment); generalized linear model framework	Wooldridge (textbook treatment); classical least squares	Koenker & Bassett
Tip	Generalized linear model for count data	Linear regression	Conditional quantile regression
Temeljni izvor	Hilbe, J. M. (2011). Negative Binomial Regression (2nd ed.). Cambridge University Press.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
Drugi nazivi	NB regression, NB2 regression, negatif binom regresyonu	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	conditional quantile regression, regression quantiles, Kantil Regresyon
Srodne	4	5	5
Sažetak	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.	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).	Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.