So sánh phương pháp

	Phép kiểm T² của Hotelling	Hồi quy Logistic	Hồi quy Bình phương Tối thiểu Thông thường (OLS)
Lĩnh vực	Thống kê	Thống kê nghiên cứu	Kinh tế lượng
Họ	Hypothesis test	Process / pipeline	Regression model
Năm ra đời	1931	1958	2019
Người khởi xướng	Harold Hotelling	David Roxbee Cox	Wooldridge (textbook treatment); classical least squares
Loại	Multivariate parametric mean comparison	Method	Linear regression
Công trình gốc	Hotelling, H. (1931). The Generalization of Student's Ratio. Annals of Mathematical Statistics, 2(3), 360–378.	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
Tên gọi khác	Hotelling T² Testi — Çok Değişkenli t-Testi, multivariate t-test, Hotelling T-squared	logit model, binomial logistic regression, LR	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Liên quan	6	3	5
Tóm tắt	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.	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).