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Krahasoni metodat

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

Diferencat më të Vogla të Peshuara (WLS)×Metoda më e vogël e katrorëve të përgjithësuar (GLS)×
FushaStatistikëStatistikë
FamiljaRegression modelRegression model
Viti i origjinës19351935
KrijuesiAlexander Craig AitkenAlexander Craig Aitken
LlojiWeighted linear estimatorLinear estimator
Burimi themeluesAitken, A. C. (1935). IV.—On least squares and linear combination of observations. Proceedings of the Royal Society of Edinburgh, 55, 42–48. DOI ↗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 tjeraWLS, weighted regression, heteroscedasticity-corrected OLS, variance-weighted least squaresGLS, Aitken estimator, EGLS, feasible GLS
Të lidhura33
PërmbledhjaWeighted Least Squares is a generalization of Ordinary Least Squares (OLS) regression that assigns each observation a weight inversely proportional to its error variance, thereby down-weighting high-variance data points and up-weighting precise ones. Introduced in its general matrix form by Alexander Craig Aitken in 1935, WLS is the canonical remedy when heteroscedasticity is present and the error variance structure is known or can be reliably estimated.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.
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  1. v1
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  3. PUBLISHED

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