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OLS Regression/Evidence
Method evidence record

OLS Regression

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).

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Ordinary Least Squares Regression
Taxonomic method record · regression-model / econometrics
  • Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. · ISBN 978-1337558860
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Related methods

Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.

See alsoLasso Regressionmachine-suggested · Relational suggestion, not evidence.See alsoLogistic Regressionmachine-suggested · Relational suggestion, not evidence.Same method familyPanel Fixed Effectsmachine-suggested · Relational suggestion, not evidence.Same method familyQuantile Regressionmachine-suggested · Relational suggestion, not evidence.See alsoRidge Regressionmachine-suggested · Relational suggestion, not evidence.

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Sources

1 recorded citation, copied from the method source record.

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