Statements (50)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
statistical analysis
|
| gptkbp:alternativeTo |
gptkb:LASSO_regression
gptkb:principal_component_regression robust regression |
| gptkbp:assumes |
homoscedasticity
linearity independence of errors no multicollinearity errors are normally distributed |
| gptkbp:BLUE |
gptkb:Best_Linear_Unbiased_Estimator
|
| gptkbp:category |
gptkb:estimation_theory
statistical analysis statistical inference |
| gptkbp:estimatedCost |
regression coefficients
|
| https://www.w3.org/2000/01/rdf-schema#label |
Ordinary least squares
|
| gptkbp:introduced |
gptkb:Carl_Friedrich_Gauss
gptkb:Adrien-Marie_Legendre |
| gptkbp:output |
gptkb:adjusted_R-squared
R-squared F-statistic confidence intervals residuals fitted values prediction intervals standard error t-statistics |
| gptkbp:reduces |
sum of squared residuals
|
| gptkbp:relatedTo |
gptkb:generalized_least_squares
ridge regression linear model weighted least squares |
| gptkbp:requires |
design matrix
|
| gptkbp:solvedBy |
gptkb:algebra
QR decomposition singular value decomposition normal equation |
| gptkbp:suffersFrom |
outlier sensitivity
|
| gptkbp:used_in |
gptkb:machine_learning
statistics econometrics |
| gptkbp:usedFor |
hypothesis testing
linear regression parameter estimation ANOVA forecasting model diagnostics trend estimation |
| gptkbp:yield |
gptkb:BLUE_estimator
|
| gptkbp:bfsParent |
gptkb:Method_of_Least_Squares
|
| gptkbp:bfsLayer |
6
|