Linear Regression vs. OLS: Are They the Same Thing? Spoiler: No
Автор: Practical stats
Загружено: 2026-01-11
Просмотров: 19
Описание:
Are Linear Regression and OLS (Ordinary Least Squares) the same thing? Spoiler alert: No, they are not! This video is a deep dive for data science students and professionals, breaking down the profound conceptual difference between a statistical model (Linear Regression) and the estimator used to solve it (OLS).
We explore the key concepts:
The conceptual framework of Linear Regression (the "Problem").
The distinction between the Population Regression Function (PRF) and the Sample Regression Function (SRF).
How OLS works to minimize squared residuals (the "Solution").
Why OLS is not the only estimator (introducing LAD, MLE, and Bayesian Regression).
The famous Gauss-Markov Theorem and the importance of the BLUE (Best Linear Unbiased Estimator) assumptions like Homoscedasticity.
Understand the real-world implications in econometrics and modern big data. Stop confusing the 'Route' with the 'Car' and master the foundation of predictive modeling!
References: Damodar Gujarati, Jeffrey Wooldridge, John E. Freund.
Повторяем попытку...
Доступные форматы для скачивания:
Скачать видео
-
Информация по загрузке:
![Как происходит модернизация остаточных соединений [mHC]](https://image.4k-video.ru/id-video/jYn_1PpRzxI)
