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Višestruka višestruka linearna regresija×Regresija običnih najmanjih kvadrata (OLS)×
PodručjeStatistikaEkonometrija
ObiteljRegression modelRegression model
Godina nastanka20072019
TvoracJohnson & Wichern (textbook treatment); classical multivariate least squaresWooldridge (textbook treatment); classical least squares
VrstaMultivariate linear regressionLinear regression
Temeljni izvorJohnson, R. A. & Wichern, D. W. (2007). Applied Multivariate Statistical Analysis (6th ed.). Pearson. ISBN: 978-0131877153Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Drugi nazivimultivariate multiple regression, MLR with multiple dependent variables, multiple-outcome regression, Çok Değişkenli Regresyon (MLR — Çoklu DV)ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Srodne55
SažetakMultivariate regression is a linear regression method that predicts several continuous dependent variables at the same time from a shared set of predictors. As developed in standard treatments such as Johnson and Wichern's Applied Multivariate Statistical Analysis (2007), each response equation can be fitted by ordinary least squares while the covariance structure of the residuals is used for joint testing across outcomes.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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ScholarGateUsporedite metode: Multivariate Regression · OLS Regression. Preuzeto 2026-06-15 s https://scholargate.app/hr/compare