Weighted Least Squares Estimation
GPTKB entity
Statements (16)
Predicate | Object |
---|---|
gptkbp:instanceOf |
statistical analysis
|
gptkbp:alternativeTo |
Generalized Least Squares Estimation
|
gptkbp:assumes |
Known Error Variances
|
gptkbp:generalizes |
Ordinary Least Squares Estimation
|
gptkbp:handles |
Heteroscedasticity
|
https://www.w3.org/2000/01/rdf-schema#label |
Weighted Least Squares Estimation
|
gptkbp:output |
Estimated Parameters
|
gptkbp:reduces |
Weighted Sum of Squared Residuals
|
gptkbp:relatedTo |
gptkb:Linear_Regression
Error Variance |
gptkbp:requires |
Weight Matrix
|
gptkbp:usedIn |
gptkb:Signal_Processing
Econometrics Regression Analysis |
gptkbp:bfsParent |
gptkb:Static_State_Estimation_in_Electric_Power_Systems
|
gptkbp:bfsLayer |
7
|