least square regression | BTCC Knowledge

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gewöhnliche Methode der kleinsten Quadrate (englisch ordinary least squares, kurz OLS) bekannt. Im Gegensatz zur gewöhnlichen KQ-Methode wird die verallgemeinerte Methode der kleinsten Quadrate, kurz VMKQ (englisch generalised least squares, kurz GLS) bei einem verallgemeinerten linearen Regressionsmodell verwendet.

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