OLS estimator
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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
Newey–West estimator — A Newey–West estimator is used in statistics and econometrics to provide an estimate of the covariance matrix of the parameters of a regression type model when this model is applied in situations where the standard assumptions of regression… … 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
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
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
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
Heteroscedasticity-consistent standard errors — In statistics, a frequent assumption in linear regression is that the disturbances u i have the same variance. When this is not the case, we get heteroskedasticity in the estimated residuals scriptstylewidehat{u i} . Heteroskedasticity consistent … Wikipedia
Gauss–Markov theorem — This article is not about Gauss–Markov processes. In statistics, the Gauss–Markov theorem, named after Carl Friedrich Gauss and Andrey Markov, states that in a linear model in which the errors have expectation zero and are uncorrelated and have… … Wikipedia
Omitted-variable bias — In statistics, omitted variable bias (OVB) occurs when a model is created which incorrectly leaves out one or more important causal factors. The bias is created when the model compensates for the missing factor by over or under estimating one of… … 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
Fixed-effects- und Random-effects-Modell — Dieser Artikel wurde auf der Qualitätssicherungsseite des Portals Mathematik eingetragen. Dies geschieht, um die Qualität der Artikel aus dem Themengebiet Mathematik auf ein akzeptables Niveau zu bringen. Bitte hilf mit, die Mängel dieses… … Deutsch Wikipedia
