Ordinary Least Square是普通最小二乘法，簡稱OLS。是應用最多的參數(shù)估計方法，也是從最小二乘原理出發(fā)的其他估計方法的基礎。 英語的解釋：

In?statistics,?ordinary least squares?(OLS) or?linear least squares?is a method for estimating the unknown parameters in a?linear regression model, with the goal of minimizing the sum of the squares of the differences between the observed?responses?(values of the variable being predicted) in the given?dataset?and those predicted by a linear function of a set of?explanatory variables. Visually this is seen as the sum of the squared vertical distances between each data point in the set and the corresponding point on the regression line – the smaller the differences, the better the model fits the data. The resulting?estimator?can be expressed by a simple formula, especially in the case of a?single regressor?on the right-hand side.

The OLS estimator is?consistent?when the regressors are?exogenous, and?optimal in the class of linear unbiased estimators?when the?errors?are?homoscedastic?and?serially uncorrelated. Under these conditions, the method of OLS provides?minimum-variance mean-unbiased?estimation when the errors have finite?variances. Under the additional assumption that the errors are?normally distributed, OLS is the?maximum likelihood estimator.

OLS is used in fields as diverse as?economics?(econometrics),?political science,?psychology?and?electrical engineering?(control theory?and?signal processing).

1. C++標準模板庫從入門到精通?

http://edu.csdn.net/course/detail/3324

2.跟老菜鳥學C++

http://edu.csdn.net/course/detail/2901

3. 跟老菜鳥學python

http://edu.csdn.net/course/detail/2592

4. 在VC2015里學會使用tinyxml庫

http://edu.csdn.net/course/detail/2590

5. 在Windows下SVN的版本管理與實戰(zhàn)?

?http://edu.csdn.net/course/detail/2579

6.Visual Studio 2015開發(fā)C++程序的基本使用?

http://edu.csdn.net/course/detail/2570

7.在VC2015里使用protobuf協(xié)議

http://edu.csdn.net/course/detail/2582

8.在VC2015里學會使用MySQL數(shù)據(jù)庫

http://edu.csdn.net/course/detail/2672

總結(jié)

以上是生活随笔為你收集整理的Ordinary least squares是什么意思？的全部內(nèi)容，希望文章能夠幫你解決所遇到的問題。

如果覺得生活随笔網(wǎng)站內(nèi)容還不錯，歡迎將生活随笔推薦給好友。