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Yleistetty lineaarinen malli (GLM)×OLS-regressio (Ordinary Least Squares)×
TieteenalaTilastotiedeEkonometria
MenetelmäperheRegression modelRegression model
Syntyvuosi19722019
KehittäjäJohn A. Nelder & Robert W. M. WedderburnWooldridge (textbook treatment); classical least squares
TyyppiRegression frameworkLinear regression
AlkuperäislähdeNelder, J. A., & Wedderburn, R. W. M. (1972). Generalized linear models. Journal of the Royal Statistical Society: Series A (General), 135(3), 370–384. DOI ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
RinnakkaisnimetGLM, generalized regression, exponential family regression, link-function modelordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Liittyvät65
TiivistelmäThe Generalized Linear Model is a unified regression framework that extends ordinary linear regression to outcomes from the exponential family — including binary, count, proportion, and continuous positive outcomes. A link function connects the linear predictor to the mean of the response, enabling principled modelling beyond the Gaussian case.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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ScholarGateVertaile menetelmiä: Generalized Linear Model · OLS Regression. Haettu 2026-06-15 osoitteesta https://scholargate.app/fi/compare