广义最小二乘法的英文
时间: 2024-06-18 11:04:28 浏览: 9
广义最小二乘法(Generalized Least Squares,GLS)是一种常用的统计方法,它在回归分析和时间序列分析中广泛应用。GLS与普通最小二乘法(OLS)不同之处在于,它允许误差具有相关性和异方差性,同时也可以对模型中的非常数方差进行建模。这种方法需要对误差协方差矩阵进行估计,进而得到最优的参数估计值。在实际应用中,GLS经常与其他统计方法结合使用,如方差分析和协方差分析等。
Generalized Least Squares (GLS) is a commonly used statistical method that is widely applied in regression analysis and time series analysis. Unlike Ordinary Least Squares (OLS), GLS allows for correlated and heteroscedastic errors, as well as modeling non-constant variances in the model. This method requires estimation of the error covariance matrix to obtain the optimal parameter estimates. In practical applications, GLS is often used in conjunction with other statistical methods such as analysis of variance and covariance analysis.
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