Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
statistical analysis
|
| gptkbp:abbreviation |
gptkb:GLS
|
| gptkbp:appliesTo |
linear models
|
| gptkbp:assumes |
errors have zero mean
errors have known covariance matrix |
| gptkbp:generalizes |
gptkb:Ordinary_Least_Squares
|
| gptkbp:handles |
heteroscedasticity
correlated errors |
| https://www.w3.org/2000/01/rdf-schema#label |
Generalized Least Squares
|
| gptkbp:introduced |
gptkb:Alexander_Aitken
gptkb:Harold_Silverstone 1936 |
| gptkbp:reduces |
generalized sum of squared residuals
|
| gptkbp:relatedTo |
Feasible Generalized Least Squares
Weighted Least Squares |
| gptkbp:requires |
known covariance structure of errors
|
| gptkbp:used_in |
statistics
time series analysis econometrics |
| gptkbp:usedFor |
statistical analysis
|
| gptkbp:yield |
BLUE estimator under Gauss-Markov theorem
|
| gptkbp:bfsParent |
gptkb:Best_Linear_Unbiased_Estimator
|
| gptkbp:bfsLayer |
8
|