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Generalized least squares
ID: generalized-least-squares
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Generalized least squares
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Created
2026-09-24
Updated
2026-09-24
Generalized least squares
minimizes
(
Y
−
Xβ
)
T
Ω
−
1
(
Y
−
Xβ
)
for
a
known
covariance
shape
Ω
.
Total
articles
:
1
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