So sánh phương pháp

	Mô hình Hồi quy Giới hạn Tobit	Hồi quy nhị thức âm	Hồi quy Bình phương Tối thiểu Thông thường (OLS)	Hồi quy Quantile
Lĩnh vực	Kinh tế lượng	Kinh tế lượng	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Regression model	Regression model	Regression model
Năm ra đời	1958	2011	2019	1978
Người khởi xướng	James Tobin	Hilbe (textbook treatment); generalized linear model framework	Wooldridge (textbook treatment); classical least squares	Koenker & Bassett
Loại	Censored regression (limited dependent variable)	Generalized linear model for count data	Linear regression	Conditional quantile regression
Công trình gốc	Tobin, J. (1958). Estimation of Relationships for Limited Dependent Variables. Econometrica, 26(1), 24-36.	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.
Tên gọi khác	censored regression, limited dependent variable model, Tobit Modeli (Sansürlü Regresyon)	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
Liên quan	4	4	5	5
Tóm tắt	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.	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.