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| Bayesian Multiple Linear Regression× | Regresija običnih najmanjih kvadrata (OLS)× | |
|---|---|---|
| Područje≠ | Statistika | Ekonometrija |
| Obitelj | Regression model | Regression model |
| Godina nastanka≠ | 1971 | 2019 |
| Tvorac≠ | Arnold Zellner (econometric formulation); broader development by Harold Jeffreys and Gelman et al. | Wooldridge (textbook treatment); classical least squares |
| Vrsta≠ | Bayesian parametric regression | Linear regression |
| Temeljni izvor≠ | Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A., & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955 | Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860 |
| Drugi nazivi | Bayesian MLR, Bayesian linear regression, Bayesian multivariate regression, conjugate normal-inverse-gamma regression | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu |
| Srodne≠ | 6 | 5 |
| Sažetak≠ | Bayesian Multiple Linear Regression models a continuous outcome as a linear combination of several predictors, but instead of producing a single point estimate it yields a full posterior distribution over all regression coefficients and the error variance. This makes uncertainty quantification explicit and allows seamlessly incorporating prior knowledge from theory or previous studies. | 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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