Matches in DBpedia 2015-10 for { <http://dbpedia.org/resource/Ordinary_least_squares> ?p ?o }
- Ordinary_least_squares abstract "In statistics, ordinary least squares (OLS) or linear least squares is a method for estimating the unknown parameters in a linear regression model, with the goal of minimizing the differences between the observed responses in some arbitrary dataset and the responses predicted by the linear approximation of the data (visually this is seen as the sum of the vertical distances between each data point in the set and the corresponding point on the regression line - the smaller the differences, the better the model fits the data). The resulting estimator can be expressed by a simple formula, especially in the case of a single regressor on the right-hand side.The OLS estimator is consistent when the regressors are exogenous and there is no perfect multicollinearity, and optimal in the class of linear unbiased estimators when the errors are homoscedastic and serially uncorrelated. Under these conditions, the method of OLS provides minimum-variance mean-unbiased estimation when the errors have finite variances. Under the additional assumption that the errors be normally distributed, OLS is the maximum likelihood estimator. OLS is used in economics (econometrics), political science and electrical engineering (control theory and signal processing), among many areas of application. The Multi-fractional order estimator is an expanded version of OLS.".
- Ordinary_least_squares thumbnail Okuns_law_quarterly_differences.svg?width=300.
- Ordinary_least_squares wikiPageExternalLink Greene_W.H._Econometric_analysis_(2002)(5th_ed.)(en)(983s).pdf.
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- Ordinary_least_squares wikiPageWikiLink Akaike_information_criterion.
- Ordinary_least_squares wikiPageWikiLink Asymptotic_theory_(statistics).
- Ordinary_least_squares wikiPageWikiLink Autocorrelation.
- Ordinary_least_squares wikiPageWikiLink Bayesian_information_criterion.
- Ordinary_least_squares wikiPageWikiLink Bias_of_an_estimator.
- Ordinary_least_squares wikiPageWikiLink Category:Estimation_theory.
- Ordinary_least_squares wikiPageWikiLink Category:Least_squares.
- Ordinary_least_squares wikiPageWikiLink Category:Parametric_statistics.
- Ordinary_least_squares wikiPageWikiLink Category:Regression_analysis.
- Ordinary_least_squares wikiPageWikiLink Central_limit_theorem.
- Ordinary_least_squares wikiPageWikiLink Chi-squared_distribution.
- Ordinary_least_squares wikiPageWikiLink Coefficient_of_determination.
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- Ordinary_least_squares wikiPageWikiLink Conditional_expectation.
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- Ordinary_least_squares wikiPageWikiLink Control_theory.
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- Ordinary_least_squares wikiPageWikiLink Covariance_matrix.
- Ordinary_least_squares wikiPageWikiLink Cramér-Rao_bound.
- Ordinary_least_squares wikiPageWikiLink Cramér–Rao_bound.
- Ordinary_least_squares wikiPageWikiLink Cross-sectional_data.
- Ordinary_least_squares wikiPageWikiLink Data_generating_process.
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- Ordinary_least_squares wikiPageWikiLink Dataset.
- Ordinary_least_squares wikiPageWikiLink Degrees_of_freedom_(statistics).
- Ordinary_least_squares wikiPageWikiLink Design_matrix.
- Ordinary_least_squares wikiPageWikiLink Design_of_experiments.
- Ordinary_least_squares wikiPageWikiLink Dot_product.
- Ordinary_least_squares wikiPageWikiLink Durbin–Watson_statistic.
- Ordinary_least_squares wikiPageWikiLink Econometrics.
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- Ordinary_least_squares wikiPageWikiLink Euclidean_space.
- Ordinary_least_squares wikiPageWikiLink Exogenous.
- Ordinary_least_squares wikiPageWikiLink Exogeny.
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- Ordinary_least_squares wikiPageWikiLink Fama–MacBeth_regression.
- Ordinary_least_squares wikiPageWikiLink Frisch–Waugh–Lovell_theorem.
- Ordinary_least_squares wikiPageWikiLink Gauss–Markov_theorem.
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- Ordinary_least_squares wikiPageWikiLink Hat_matrix.
- Ordinary_least_squares wikiPageWikiLink Hessian_matrix.
- Ordinary_least_squares wikiPageWikiLink Heteroscedasticity.
- Ordinary_least_squares wikiPageWikiLink Homoscedastic.
- Ordinary_least_squares wikiPageWikiLink Homoscedasticity.
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- Ordinary_least_squares wikiPageWikiLink Jackknife_method.
- Ordinary_least_squares wikiPageWikiLink Jackknife_resampling.
- Ordinary_least_squares wikiPageWikiLink Karl_Pearson.
- Ordinary_least_squares wikiPageWikiLink Law_of_large_numbers.
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- Ordinary_least_squares wikiPageWikiLink Likelihood-ratio_test.
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- Ordinary_least_squares wikiPageWikiLink Linear_independence.
- Ordinary_least_squares wikiPageWikiLink Linear_least_squares_(mathematics).
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- Ordinary_least_squares wikiPageWikiLink Linear_span.
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- Ordinary_least_squares wikiPageWikiLink Martingale_difference_sequence.
- Ordinary_least_squares wikiPageWikiLink Matrix_transpose.
- Ordinary_least_squares wikiPageWikiLink Maximum_likelihood.
- Ordinary_least_squares wikiPageWikiLink Maximum_likelihood_estimator.
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- Ordinary_least_squares wikiPageWikiLink Minimum-variance_unbiased_estimator.
- Ordinary_least_squares wikiPageWikiLink Minimum_mean_square_error.
- Ordinary_least_squares wikiPageWikiLink Multi-fractional_order_estimator.
- Ordinary_least_squares wikiPageWikiLink Multicollinearity.
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- Ordinary_least_squares wikiPageWikiLink Nonnegative-definite_matrix.
- Ordinary_least_squares wikiPageWikiLink Norm_(mathematics).