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المربعات الصغرى المعممة غير الخطية (NGLS)×الانحدارات التي تبدو غير مترابطة (SUR)×
المجالالاقتصاد القياسيالاقتصاد القياسي
العائلةRegression modelRegression model
سنة النشأة19751962
صاحب الطريقةGallant (1975); extended by Davidson & MacKinnonArnold Zellner
النوعNonlinear estimatorSystem regression (multi-equation)
المصدر التأسيسيGallant, A. R. (1987). Nonlinear Statistical Models. Wiley. ISBN: 978-0471802600Zellner, A. (1962). An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias. Journal of the American Statistical Association, 57(298), 348-368. DOI ↗
الأسماء البديلةNGLS, nonlinear generalized least squares, feasible nonlinear GLS, FNGLSSUR, Zellner's SUR, seemingly unrelated regression equations, Görünürde İlişkisiz Regresyon (SUR)
ذات صلة25
الملخصNonlinear Generalized Least Squares extends the classical GLS framework to regression models where the mean function is nonlinear in the parameters. It accounts for non-spherical errors — heteroscedasticity or autocorrelation — by pre-weighting the nonlinear objective with an estimated error covariance matrix, yielding consistent and asymptotically efficient estimates.Seemingly Unrelated Regressions, introduced by Arnold Zellner in 1962, is a system regression method that estimates several linear equations jointly when their error terms are correlated across equations. By exploiting that cross-equation correlation through generalized least squares, it is more efficient than estimating each equation separately by OLS.
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ScholarGateقارن الطرق: Nonlinear GLS · Seemingly Unrelated Regression. استُرجع بتاريخ 2026-06-18 من https://scholargate.app/ar/compare