generalized least squares
Sign in to saveAlso known as GLS
used for fitting linear regression with correlated and/or heteroscedastic errors
In the Vinony graph
Within Vinony's link graph, generalized least squares is referenced by 115 other articles, and connects out to errors and residuals, correlation and heteroscedasticity.
It is catalogued under topics including Estimation methods, Least squares and Regression with time series structure.
Its subject is documented across 10 Wikipedia language editions.
Connections
errors and residuals
Entity
correlation
Entity
heteroscedasticity
Entity
Gauss–Markov theorem
Entity
prior probability
Entity
simple linear regression model
Entity
Linear least squares
Entity
statistics
Entity
International Standard Book Number
Entity
logarithm
Entity
digital object identifier
Entity
numerical analysis
Entity
International Standard Serial Number
Entity
JSTOR
Organization
variance
Entity
Bayes' theorem
Entity
mathematical optimization
Entity
regression analysis
Entity
identity matrix
Entity
analysis of variance
Entity