ordinary least squares estimator
GPTKB entity
Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:statistician
|
| gptkbp:appliesTo |
linear models
|
| gptkbp:assumes |
errors are uncorrelated
errors have zero mean errors are homoscedastic predictors are non-collinear |
| gptkbp:category |
gptkb:estimation_theory
statistics |
| gptkbp:form |
(X'X)^{-1}X'y
|
| https://www.w3.org/2000/01/rdf-schema#label |
ordinary least squares estimator
|
| gptkbp:introduced |
gptkb:Carl_Friedrich_Gauss
gptkb:Adrien-Marie_Legendre |
| gptkbp:output |
regression coefficients
|
| gptkbp:reduces |
sum of squared residuals
|
| gptkbp:relatedTo |
gptkb:generalized_least_squares
ridge regression maximum likelihood estimator ordinary least squares method |
| gptkbp:usedFor |
parameter estimation
|
| gptkbp:usedIn |
linear regression
|
| gptkbp:yield |
BLUE under Gauss-Markov theorem
|
| gptkbp:bfsParent |
gptkb:BLUE_estimator
|
| gptkbp:bfsLayer |
8
|