Ordinary least squares

Ordinary least squares

Jesse Russell Ronald Cohn

     

бумажная книга



ISBN: 978-5-5111-8428-9

High Quality Content by WIKIPEDIA articles! In statistics, ordinary least squares (OLS) or linear least squares is a method for estimating the unknown parameters in a linear regression model. This method minimizes the sum of squared vertical distances between the observed responses in the dataset and the responses predicted by the linear approximation. The resulting estimator can be expressed by a simple formula, especially in the case of a single regressor on the right-hand side.