Võrdle meetodeid

	Tavaline vähimruutude (OLS) regressioon	Kaalutud vähimruutude meetod (Weighted Least Squares, WLS)
Valdkond	Ökonomeetria	Statistika
Perekond	Regression model	Regression model
Tekkeaasta	2019	1935
Looja	Wooldridge (textbook treatment); classical least squares	Alexander Craig Aitken
Tüüp	Linear regression	Weighted linear estimator
Algallikas	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Aitken, A. C. (1935). IV.—On least squares and linear combination of observations. Proceedings of the Royal Society of Edinburgh, 55, 42–48.
Rööpnimetused	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	WLS, weighted regression, heteroscedasticity-corrected OLS, variance-weighted least squares
Seotud	5	3
Kokkuvõte	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).	Weighted Least Squares is a generalization of Ordinary Least Squares (OLS) regression that assigns each observation a weight inversely proportional to its error variance, thereby down-weighting high-variance data points and up-weighting precise ones. Introduced in its general matrix form by Alexander Craig Aitken in 1935, WLS is the canonical remedy when heteroscedasticity is present and the error variance structure is known or can be reliably estimated.