Порівняння методів
Переглядайте обрані методи поруч; рядки з відмінностями підсвічено.
| Звичайний метод найменших квадратів (ЗНМК)× | Узагальнений метод найменших квадратів (УНМК)× | |
|---|---|---|
| Галузь | Статистика | Статистика |
| Родина | Regression model | Regression model |
| Рік появи≠ | 1805 | 1935 |
| Автор методу≠ | Adrien-Marie Legendre (1805); Carl Friedrich Gauss (1809) | Alexander Craig Aitken |
| Тип≠ | Linear parameter estimation | Linear estimator |
| Основоположне джерело≠ | Legendre, 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 ↗ |
| Інші назви≠ | OLS, OLS regression, linear least squares, classical linear regression | GLS, Aitken estimator, EGLS, feasible GLS |
| Пов'язані≠ | 8 | 3 |
| Підсумок≠ | Ordinary 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. |
| ScholarGateНабір даних ↗ |
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