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الـمربعات الصغرى العادية غير الخطية (Nonlinear OLS)×التقدير المربعات الصغرى المعممة (GLS)×
المجالالاقتصاد القياسيالإحصاء
العائلةRegression modelRegression model
سنة النشأة1974–19871935
صاحب الطريقةGallant (1987); Wooldridge (2010) for econometric treatmentAlexander Craig Aitken
النوعNonlinear regression estimatorLinear estimator
المصدر التأسيسيGallant, A. R. (1987). Nonlinear Statistical Models. John Wiley & Sons. ISBN: 978-0471802600Aitken, A. C. (1935). IV.—On least squares and linear combination of observations. Proceedings of the Royal Society of Edinburgh, 55, 42–48. DOI ↗
الأسماء البديلةnonlinear least squares, NLS, NLLS, nonlinear regressionGLS, Aitken estimator, EGLS, feasible GLS
ذات صلة53
الملخصNonlinear Ordinary Least Squares (NLS) estimates regression models in which the conditional mean function is nonlinear in the parameters. Like standard OLS it minimises the sum of squared residuals, but because no closed-form solution exists the estimator is found by iterative numerical optimisation. Under standard regularity conditions NLS is consistent and asymptotically normal.Generalized Least Squares (GLS) is a linear regression estimator that extends ordinary least squares to handle situations where the error terms are correlated or have non-constant variance (heteroscedasticity). Introduced by Alexander Craig Aitken in 1935, GLS achieves the Best Linear Unbiased Estimator (BLUE) under a general error covariance structure by weighting observations according to their precision, providing a theoretical bridge between OLS and modern linear mixed models.
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ScholarGateقارن الطرق: Nonlinear OLS · Generalized Least Squares. استُرجع بتاريخ 2026-06-18 من https://scholargate.app/ar/compare