विधियों की तुलना करें
चुनी हुई विधियों की आमने-सामने समीक्षा करें; भिन्नता वाली पंक्तियाँ रेखांकित हैं।
| फूरियर ओएलएस (फूरियर-ऑग्मेंटेड ऑर्डिनरी लीस्ट स्क्वेयर्स)× | अरैखिक ओएलएस (अरैखिक न्यूनतम वर्ग)× | |
|---|---|---|
| क्षेत्र | अर्थमिति | अर्थमिति |
| परिवार | Regression model | Regression model |
| उद्भव वर्ष≠ | 2004 | 1974–1987 |
| प्रवर्तक≠ | Becker, Enders, and Hurn | Gallant (1987); Wooldridge (2010) for econometric treatment |
| प्रकार≠ | Augmented linear regression | Nonlinear regression estimator |
| मौलिक स्रोत≠ | Becker, R., Enders, W., & Hurn, S. (2004). A general test for time dependence in parameters. Journal of Applied Econometrics, 19(7), 899–906. DOI ↗ | Gallant, A. R. (1987). Nonlinear Statistical Models. John Wiley & Sons. ISBN: 978-0471802600 |
| उपनाम | Fourier OLS, Fourier-augmented OLS, trigonometric OLS, smooth structural break OLS | nonlinear least squares, NLS, NLLS, nonlinear regression |
| संबंधित≠ | 6 | 5 |
| सारांश≠ | Fourier OLS is an OLS regression extended by adding low-frequency trigonometric (sine and cosine) terms to the regressor matrix. These Fourier components approximate smooth, gradual structural changes in the regression relationship over time without requiring knowledge of the number, timing, or form of the breaks. | Nonlinear Ordinary Least Squares (NLS) estimates regression models in which the conditional mean function is nonlinear in the parameters. Like standard OLS it minimises the sum of squared residuals, but because no closed-form solution exists the estimator is found by iterative numerical optimisation. Under standard regularity conditions NLS is consistent and asymptotically normal. |
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