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generalized least squares, whatever that means....
from wikipedia: is a technique for estimating the unknown parameters in a linear regression model. The GLS is applied when the variances of the observations are unequal (heteroskedasticity), or when there is a certain degree of correlation between the observations. In these cases ordinary least squares can be statistically inefficient, or even give misleading inferences. |
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发表于 2011-7-11 19:28
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