Methoden vergleichen

	Hotelling's T²-Test	Methode der kleinsten Quadrate (OLS)
Fachgebiet	Statistik	Ökonometrie
Familie	Hypothesis test	Regression model
Entstehungsjahr	1931	2019
Urheber	Harold Hotelling	Wooldridge (textbook treatment); classical least squares
Typ	Multivariate parametric mean comparison	Linear regression
Wegweisende Quelle	Hotelling, H. (1931). The Generalization of Student's Ratio. Annals of Mathematical Statistics, 2(3), 360–378.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Aliasnamen	Hotelling T² Testi — Çok Değişkenli t-Testi, multivariate t-test, Hotelling T-squared	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Verwandt	6	5
Zusammenfassung	Hotelling's T² test is a multivariate parametric hypothesis test that simultaneously compares the mean vectors of two independent groups across multiple continuous outcome variables. It was introduced by Harold Hotelling in 1931 as the direct multivariate generalization of Student's t-test, replacing the scalar mean difference with a vector difference scaled by the pooled variance-covariance matrix.	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).