Best Linear Unbiased Estimator
GPTKB entity
Statements (26)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
Statistical concept
|
| gptkbp:abbreviation |
gptkb:BLUE
|
| gptkbp:appliesTo |
gptkb:Linear_models
Estimators |
| gptkbp:contrastsWith |
gptkb:Best_Unbiased_Estimator
gptkb:Maximum_Likelihood_Estimator |
| gptkbp:definedIn |
gptkb:Gauss–Markov_theorem
|
| gptkbp:field |
Data analysis
Econometrics Mathematical statistics |
| https://www.w3.org/2000/01/rdf-schema#label |
Best Linear Unbiased Estimator
|
| gptkbp:originatedIn |
gptkb:Gauss–Markov_theorem
|
| gptkbp:property |
Linearity
Minimum variance Unbiasedness |
| gptkbp:relatedTo |
gptkb:Generalized_Least_Squares
gptkb:Ordinary_Least_Squares |
| gptkbp:requires |
Homoscedasticity
Linearity in parameters No autocorrelation No perfect multicollinearity Zero mean of errors |
| gptkbp:usedIn |
gptkb:Linear_regression
Statistics |
| gptkbp:bfsParent |
gptkb:Ordinary_least_squares
|
| gptkbp:bfsLayer |
7
|