ScholarGate
Asistenti

Krahasoni metodat

Shqyrtoni metodat e zgjedhura krah për krah; rreshtat që ndryshojnë janë të theksuar.

Metoda më e Vogël e Katrorëve (OLS)×Metoda më e vogël e katrorëve të përgjithësuar (GLS)×
FushaStatistikëStatistikë
FamiljaRegression modelRegression model
Viti i origjinës18051935
KrijuesiAdrien-Marie Legendre (1805); Carl Friedrich Gauss (1809)Alexander Craig Aitken
LlojiLinear parameter estimationLinear estimator
Burimi themeluesLegendre, A.-M. (1805). Nouvelles méthodes pour la détermination des orbites des comètes. Firmin Didot, Paris. [Appendix: Sur la Méthode des moindres quarrés, pp. 72–80.] link ↗Aitken, A. C. (1935). IV.—On least squares and linear combination of observations. Proceedings of the Royal Society of Edinburgh, 55, 42–48. DOI ↗
Emërtime të tjeraOLS, OLS regression, linear least squares, classical linear regressionGLS, Aitken estimator, EGLS, feasible GLS
Të lidhura83
PërmbledhjaOrdinary Least Squares (OLS) is the canonical method for estimating the parameters of a linear regression model by minimizing the sum of squared differences between observed and predicted values. First published by Adrien-Marie Legendre in 1805 and independently developed by Carl Friedrich Gauss (who claimed priority from 1795), OLS is provably optimal under the Gauss-Markov theorem: given its assumptions, it yields the Best Linear Unbiased Estimator (BLUE) of the regression coefficients.Generalized Least Squares (GLS) is a linear regression estimator that extends ordinary least squares to handle situations where the error terms are correlated or have non-constant variance (heteroscedasticity). Introduced by Alexander Craig Aitken in 1935, GLS achieves the Best Linear Unbiased Estimator (BLUE) under a general error covariance structure by weighting observations according to their precision, providing a theoretical bridge between OLS and modern linear mixed models.
ScholarGateSeti i të dhënave
  1. v1
  2. 4 Burimet
  3. PUBLISHED
  1. v1
  2. 3 Burimet
  3. PUBLISHED

Shko te kërkimi Shkarko diapozitivat

ScholarGateKrahasoni metodat: Ordinary Least Squares · Generalized Least Squares. Marrë më 2026-06-19 nga https://scholargate.app/sq/compare