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Generalizovani metod najmanjih kvadrata (GLS)×Regresija običnih najmanjih kvadrata (OLS)×
OblastStatistikaEkonometrija
PorodicaRegression modelRegression model
Godina nastanka19352019
TvoracAlexander Craig AitkenWooldridge (textbook treatment); classical least squares
TipLinear estimatorLinear regression
Temeljni izvorAitken, A. C. (1935). IV.—On least squares and linear combination of observations. Proceedings of the Royal Society of Edinburgh, 55, 42–48. DOI ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Drugi naziviGLS, Aitken estimator, EGLS, feasible GLSordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Srodne35
SažetakGeneralized 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.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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ScholarGateUporedite metode: Generalized Least Squares · OLS Regression. Preuzeto 2026-06-19 sa https://scholargate.app/sr/compare