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Chapter 2 - OLS Parameter Estimation

Published online by Cambridge University Press:  15 June 2023

Alexander von Eye  and
Wolfgang Wiedermann
Alexander von Eye
Affiliation:
Michigan State University
Wolfgang Wiedermann
Affiliation:
University of Missouri
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Summary

Chapter 2 discusses methods of estimation for the parameters of the GLM, with a strong emphasis on ordinary least squares estimation (OLS). OLS estimation minimizes the squared difference between observed and estimated values of the dependent variable, in units of this variable. A total of nine optimization criteria is discussed. The OLS solution is explained in detail

Keywords

parameter estimationestimation methodsordinary least squares estimationminimizing discrepancies
Type
Chapter
Information
The General Linear Model
A Primer
 , pp. 5 - 9
Publisher: Cambridge University Press
Print publication year: 2023

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