Gauss-Markov theorem

GPTKB entity

Statements (21)
Predicate Object
gptkbp:instanceOf statistical theorem
gptkbp:appliesTo linear models
gptkbp:assumes errors are uncorrelated
errors have equal variance (homoscedasticity)
errors have zero mean
regressors are non-random
gptkbp:compatibleWith normality of errors
gptkbp:field statistics
linear regression
https://www.w3.org/2000/01/rdf-schema#label Gauss-Markov theorem
gptkbp:namedAfter gptkb:Andrey_Markov
gptkb:Carl_Friedrich_Gauss
gptkbp:publishedIn gptkb:A._Markov's_1900_paper
gptkbp:relatedTo gptkb:ordinary_least_squares
BLUE (Best Linear Unbiased Estimator)
gptkbp:state the ordinary least squares estimator is the best linear unbiased estimator (BLUE) under certain conditions
gptkbp:usedIn gptkb:machine_learning
data analysis
econometrics
gptkbp:bfsParent gptkb:OLS
gptkbp:bfsLayer 6