OLS estimate

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• OLS-Regression — Die Regressionsanalyse ist ein statistisches Analyseverfahren. Ziel ist es, Beziehungen zwischen einer abhängigen und einer oder mehreren unabhängigen Variablen festzustellen. Allgemein wird eine metrische Variable Y betrachtet, die von einer… …   Deutsch Wikipedia

• Ordinary least squares — This article is about the statistical properties of unweighted linear regression analysis. For more general regression analysis, see regression analysis. For linear regression on a single variable, see simple linear regression. For the… …   Wikipedia

• Linear regression — Example of simple linear regression, which has one independent variable In statistics, linear regression is an approach to modeling the relationship between a scalar variable y and one or more explanatory variables denoted X. The case of one… …   Wikipedia

• Instrumental variable — In statistics, econometrics, and related disciplines, the method of instrumental variables (IV) is used to estimate causal relationships when controlled experiments are not feasible. Statistically, IV methods allow consistent estimation when the… …   Wikipedia

• Unit root — In time series models in econometrics, a linear stochastic process has a unit root if 1 is a root of the process s characteristic equation. The process will be non stationary. If the other roots of the characteristic equation lie inside the unit… …   Wikipedia

• Feasible generalized least squares — (FGLS or Feasible GLS) is a regression technique. It is similar to generalized least squares except that it uses an estimated variance covariance matrix since the true matrix is not known directly.The following description follows loosely the… …   Wikipedia

• Autocorrelation — is a mathematical tool for finding repeating patterns, such as the presence of a periodic signal which has been buried under noise, or identifying the missing fundamental frequency in a signal implied by its harmonic frequencies. It is used… …   Wikipedia

• Dummy variable (statistics) — In statistics and econometrics, particularly in regression analysis, a dummy variable (also known as an indicator variable) is one that takes the values 0 or 1 to indicate the absence or presence of some categorical effect that may be expected to …   Wikipedia

• Seemingly unrelated regression — In econometrics, seemingly unrelated regression (SUR), model developedby Arnold Zellner and first published in Zellner (1962), is a technique for analyzing a system of multiple equations with cross equation parameter restrictions and correlated… …   Wikipedia

• Vector autoregression — (VAR) is an econometric model used to capture the evolution and the interdependencies between multiple time series, generalizing the univariate AR models. All the variables in a VAR are treated symmetrically by including for each variable an… …   Wikipedia

• Robust regression — In robust statistics, robust regression is a form of regression analysis designed to circumvent some limitations of traditional parametric and non parametric methods. Regression analysis seeks to find the effect of one or more independent… …   Wikipedia