Method of least squares

GPTKB entity

Statements (32)
Predicate Object
gptkbp:instanceOf gptkb:mathematical_concept
gptkbp:alternativeTo gptkb:Method_of_moments
Maximum likelihood estimation
gptkbp:application gptkb:signal_processing
Machine learning
Curve fitting
Econometrics
Parameter estimation
gptkbp:appliesTo gptkb:Linear_regression
Nonlinear regression
gptkbp:assumes Errors are independent
Errors have constant variance
Errors are normally distributed (in classical case)
gptkbp:category mathematical optimization
Numerical analysis
Estimation theory
gptkbp:developedBy gptkb:Carl_Friedrich_Gauss
gptkb:Adrien-Marie_Legendre
gptkbp:firstPublished 1805
gptkbp:form minimize sum of squared differences between observed and predicted values
https://www.w3.org/2000/01/rdf-schema#label Method of least squares
gptkbp:output Best-fit parameters
gptkbp:purpose Minimize sum of squared residuals
gptkbp:relatedTo gptkb:Ordinary_least_squares
Generalized least squares
Weighted least squares
Total least squares
gptkbp:usedIn gptkb:Regression_analysis
Statistics
Data fitting
gptkbp:bfsParent gptkb:Wilhelm_Gauss
gptkbp:bfsLayer 6