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| Regressió per Mínims Quadrats Ordinàris (MQO)× | Test de permutació (aleatorització)× | |
|---|---|---|
| Camp≠ | Econometria | Estadística |
| Família | Regression model | Regression model |
| Any d'origen≠ | 2019 | 2005 |
| Autor original≠ | Wooldridge (textbook treatment); classical least squares | Good (2005); Edgington & Onghena (2007); resampling tradition |
| Tipus≠ | Linear regression | Nonparametric resampling test |
| Font seminal≠ | Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860 | Good, P. (2005). Permutation, Parametric and Bootstrap Tests of Hypotheses (3rd ed.). Springer. ISBN: 978-0387202792 |
| Àlies | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu | randomization test, exact permutation test, re-randomization test, Permütasyon Testi |
| Relacionats | 5 | 5 |
| Resum≠ | 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). | The permutation test is a nonparametric resampling procedure that builds the sampling distribution of a test statistic directly from the data by repeatedly shuffling the group labels. Developed in the resampling tradition and treated systematically by Good (2005) and Edgington & Onghena (2007), it requires no parametric distributional assumption and yields an exact p-value. |
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