Comparer des méthodes

	Régression par Moindres Carrés Ordinaires (MCO)	Test par permutation (ou randomisation)
Domaine	Économétrie	Statistique
Famille	Regression model	Regression model
Année d'origine	2019	2005
Auteur d'origine	Wooldridge (textbook treatment); classical least squares	Good (2005); Edgington & Onghena (2007); resampling tradition
Type	Linear regression	Nonparametric resampling test
Source fondatrice	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
Alias	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	randomization test, exact permutation test, re-randomization test, Permütasyon Testi
Apparentées	5	5
Résumé	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.