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  2. Ordinary least squares - Wikipedia

    en.wikipedia.org/wiki/Ordinary_least_squares

    In statistics, ordinary least squares (OLS) is a type of linear least squares method for choosing the unknown parameters in a linear regression model (with fixed level-one [clarification needed] effects of a linear function of a set of explanatory variables) by the principle of least squares: minimizing the sum of the squares of the differences between the observed dependent variable (values ...

  3. Regularized least squares - Wikipedia

    en.wikipedia.org/wiki/Regularized_least_squares

    The first term is the objective function from ordinary least squares (OLS) regression, corresponding to the residual sum of squares. The second term is a regularization term, not present in OLS, which penalizes large values. As a smooth finite dimensional problem is considered and it is possible to apply standard calculus tools.

  4. Heteroskedasticity-consistent standard errors - Wikipedia

    en.wikipedia.org/wiki/Heteroskedasticity...

    RATS: robusterrors option is available in many of the regression and optimization commands (linreg, nlls, etc.). Stata: robust option applicable in many pseudo-likelihood based procedures. [19] Gretl: the option --robust to several estimation commands (such as ols) in the context of a cross-sectional dataset produces robust standard errors. [20]

  5. Linear least squares - Wikipedia

    en.wikipedia.org/wiki/Linear_least_squares

    Optimal instruments regression is an extension of classical IV regression to the situation where E[ε i | z i] = 0. Total least squares (TLS) [6] is an approach to least squares estimation of the linear regression model that treats the covariates and response variable in a more geometrically symmetric manner than OLS. It is one approach to ...

  6. Newey–West estimator - Wikipedia

    en.wikipedia.org/wiki/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 where the standard assumptions of regression analysis do not apply. [1] It was devised by Whitney K. Newey and Kenneth D. West in 1987, although there are a number of later variants.

  7. Proofs involving ordinary least squares - Wikipedia

    en.wikipedia.org/wiki/Proofs_involving_ordinary...

    The connection of maximum likelihood estimation to OLS arises when this distribution is modeled as a multivariate normal. Specifically, assume that the errors ε have multivariate normal distribution with mean 0 and variance matrix σ 2 I .

  8. Spyder (software) - Wikipedia

    en.wikipedia.org/wiki/Spyder_(software)

    It is an open-source cross-platform integrated development environment (IDE) for scientific programming in the Python language.Spyder integrates with a number of prominent packages in the scientific Python stack, including NumPy, SciPy, Matplotlib, pandas, IPython, SymPy and Cython, as well as other open-source software.

  9. Iteratively reweighted least squares - Wikipedia

    en.wikipedia.org/wiki/Iteratively_reweighted...

    IRLS is used to find the maximum likelihood estimates of a generalized linear model, and in robust regression to find an M-estimator, as a way of mitigating the influence of outliers in an otherwise normally-distributed data set, for example, by minimizing the least absolute errors rather than the least square errors.