Порівняння методів

	Логістична регресія	Регресія звичайно найменших квадратів (ЗНК)	Модель фіксованих ефектів панельних даних	Квантильна регресія
Галузь	Статистика досліджень	Економетрика	Економетрика	Економетрика
Родина	Process / pipeline	Regression model	Regression model	Regression model
Рік появи	1958	2019	2014	1978
Автор методу	David Roxbee Cox	Wooldridge (textbook treatment); classical least squares	Hsiao (textbook treatment); within transformation of panel data	Koenker & Bassett
Тип	Method	Linear regression	Panel data regression	Conditional quantile regression
Основоположне джерело	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	Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press.	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
Інші назви	logit model, binomial logistic regression, LR	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli	conditional quantile regression, regression quantiles, Kantil Regresyon
Пов'язані	3	5	5	5
Підсумок	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).	The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).	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.