uncorrelated errors

uncorrelated errors
мат. некоррелированные ошибки

Большой англо-русский и русско-английский словарь. 2001.

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  • Errors-in-variables model — In statistics, an error in variables model is a statistical model which is similar to a regression model but where the independent variables (or explanatory variables) are observed with error. A full statistical model includes components… …   Wikipedia

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  • 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

  • Hat matrix — In statistics, the hat matrix, H, maps the vector of observed values to the vector of fitted values. It describes the influence each observed value has on each fitted value.[1] The diagonal elements of the hat matrix are the leverages, which… …   Wikipedia

  • Least squares — The method of least squares is a standard approach to the approximate solution of overdetermined systems, i.e., sets of equations in which there are more equations than unknowns. Least squares means that the overall solution minimizes the sum of… …   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

  • Linear least squares — is an important computational problem, that arises primarily in applications when it is desired to fit a linear mathematical model to measurements obtained from experiments. The goals of linear least squares are to extract predictions from the… …   Wikipedia

  • Linear least squares/Proposed — Linear least squares is an important computational problem, that arises primarily in applications when it is desired to fit a linear mathematical model to observations obtained from experiments. Mathematically, it can be stated as the problem of… …   Wikipedia

  • Linear least squares (mathematics) — This article is about the mathematics that underlie curve fitting using linear least squares. For statistical regression analysis using least squares, see linear regression. For linear regression on a single variable, see simple linear regression …   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

  • Factor analysis — is a statistical method used to describe variability among observed, correlated variables in terms of a potentially lower number of unobserved, uncorrelated variables called factors. In other words, it is possible, for example, that variations in …   Wikipedia


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