Compara mètodes

	MCO bayesià (Regressió Bayesiana dels Mínims Quadrats Ordinària)	Regressió per Mínims Quadrats Ordinàris (MQO)
Camp	Econometria	Econometria
Família	Regression model	Regression model
Any d'origen	1971	2019
Autor original	Arnold Zellner	Wooldridge (textbook treatment); classical least squares
Tipus	Bayesian linear regression	Linear regression
Font seminal	Zellner, A. (1971). An Introduction to Bayesian Inference in Econometrics. Wiley. ISBN: 978-0471169376	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Àlies	Bayesian linear regression, Bayesian normal regression, BLR, Bayesian least squares	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Relacionats	5	5
Resum	Bayesian OLS combines the classical linear regression likelihood with prior distributions over the coefficients and error variance. Rather than reporting point estimates, it produces full posterior distributions that quantify both estimated effects and their uncertainty. The approach is especially valuable when prior knowledge is available or when samples are small.	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).