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