方法对比

	分位数回归	Lasso 回归	泊松回归与负二项回归
领域	计量经济学	机器学习	计量经济学
方法族	Regression model	Machine learning	Regression model
起源年份	1978	1996	1998
提出者	Koenker & Bassett	Tibshirani, R.	Cameron & Trivedi (textbook treatment); Hilbe (negative binomial)
类型	Conditional quantile regression	Regularized linear regression (L1 penalty)	Generalized linear model for count data
开创性文献	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.	Tibshirani, R. (1996). Regression Shrinkage and Selection via the Lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288.	Cameron, A. C. & Trivedi, P. K. (1998). Regression Analysis of Count Data. Cambridge University Press.
别名	conditional quantile regression, regression quantiles, Kantil Regresyon	LASSO Regresyonu, lasso, L1-regularized regression, L1 regularization	count regression, log-linear count model, negative binomial regression, Poisson / Negatif Binom Regresyon
相关	5	4	4
摘要	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.	Lasso regression, introduced by Robert Tibshirani in 1996, is a linear regression method that adds an L1 penalty to the loss so that it shrinks coefficients and performs variable selection at the same time, producing a sparse model. By driving some coefficients exactly to zero it keeps only the predictors that matter.	Poisson regression is a generalized linear model for count outcomes — events tallied as non-negative integers such as hospital admissions, accidents, or article counts. It models the log of the expected count as a linear function of the predictors, and is developed in the standard count-data treatment of Cameron and Trivedi (1998); when the counts are over-dispersed, the closely related negative binomial model (Hilbe, 2011) is preferred.