Classical linear regression model
Ordinary Least Squares (OLS) produces the best possible coefficient estimates when your model satisfies the OLS assumptions for linear regression.
Econometric techniques are used to estimate economic models, which ultimately ... These assumptions, known as the classical linear regression model (CLRM) ...
由 TC Mills 著作The regression model of Chapter 6 is revisited using the inferential framework developed in subsequent chapters. The theory underlying the least squares ... 2014 被引用 2 次 —
1 The Classical Model. 2 The OLS Estimator. 3 The ML Estimator. 4 Testing Hypotheses. 5 The GLS Estimator. Anton Velinov. The Classical Linear Regression ...
Ch. 4 Ordinary Least Squares: The Classical Linear Regression Model. 4.1 Finite-Sample Properties. Notation:.
Generalized linear models — is still assumed, with a matrix B replacing the vector β of the classical linear regression model. Multivariate analogues of ...