Сравнение методов
Просматривайте выбранные методы рядом; строки с различиями подсвечены.
| Нелинейный МНК (Нелинейный метод наименьших квадратов)× | Регрессия методом обыкновенных наименьших квадратов (ОНМК)× | |
|---|---|---|
| Область | Эконометрика | Эконометрика |
| Семейство | Regression model | Regression model |
| Год появления≠ | 1974–1987 | 2019 |
| Автор метода≠ | Gallant (1987); Wooldridge (2010) for econometric treatment | Wooldridge (textbook treatment); classical least squares |
| Тип≠ | Nonlinear regression estimator | Linear regression |
| Основополагающий источник≠ | Gallant, A. R. (1987). Nonlinear Statistical Models. John Wiley & Sons. ISBN: 978-0471802600 | Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860 |
| Другие названия | nonlinear least squares, NLS, NLLS, nonlinear regression | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu |
| Связанные | 5 | 5 |
| Сводка≠ | 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. | 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). |
| ScholarGateНабор данных ↗ |
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