最小二乘估计量 meaning in English
least squares estimator
ordinary least squares estimate
Examples
- In the third section three different forms of heteroscedasticity are used in the random simulation and then park test , glejser test and goldfeld - quandt test are compared although the existence of heteroscedasticity does not destroy the unbiasedness of the ols estimators , the variances become larger
异方差的存在虽然并不破坏普通最小二乘估计量的无偏性,但是估计量的方差变大了。由于估计量方差的变大,就使通常假设检验的值不可靠。