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| 最小二乗法 (OLS) 回帰× | 順列検定(ランダム化検定)× | |
|---|---|---|
| 分野≠ | 計量経済学 | 統計学 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 2019 | 2005 |
| 提唱者≠ | Wooldridge (textbook treatment); classical least squares | Good (2005); Edgington & Onghena (2007); resampling tradition |
| 種類≠ | Linear regression | Nonparametric resampling test |
| 原典≠ | 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 |
| 別名 | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu | randomization test, exact permutation test, re-randomization test, Permütasyon Testi |
| 関連 | 5 | 5 |
| 概要≠ | 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. |
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