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Gauss–Markov theorem

In statistics, the Gauss–Markov theorem (or simply Gauss theorem for some authors) states that the ordinary least squares (OLS) estimator has the lowest sampling variance (variance of the estimator across samples) within the class of linear unbiased estimators, if the errors in the linear regression model are uncorrelated, have equal variances and…

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Statement

Generalized least squares estimator

Gauss–Markov theorem as stated in econometrics

Other unbiased statistics

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Gauss–Markov theorem

Nodes58
Edges57
Triples14
Avg. degree1.97
Density0.034483
Components1

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Gauss–Markov theorem

Top relations

related to Generalized least squares estimator · 7
Gauss–Markov theorem → Aitken, BLUE, Gauss, GLS, Markov, The, The Aitken
related to Gauss–Markov theorem as stated in econometrics · 6
Gauss–Markov theorem → Gauss, In, Instead, Markov, OLS, This

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Important terminology

displaystyle estimator linear beta operatorname unbiased error variance variables errors matrix regression gauss markov mathbf ols assumption theorem independent mean

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
choosing the wrong functional forminstance ofAutocorrelation may be the result of misspecification0.80text
Gauss–Markov theoremrelated to Gauss–Markov theorem as stated in econometricsIn0.60section
Gauss–Markov theoremrelated to Gauss–Markov theorem as stated in econometricsOLS0.60section
Gauss–Markov theoremrelated to Gauss–Markov theorem as stated in econometricsThis0.60section
Gauss–Markov theoremrelated to Gauss–Markov theorem as stated in econometricsInstead0.60section
Gauss–Markov theoremrelated to Gauss–Markov theorem as stated in econometricsGauss0.60section
Gauss–Markov theoremrelated to Gauss–Markov theorem as stated in econometricsMarkov0.60section
Gauss–Markov theoremrelated to Generalized least squares estimatorThe0.60section
Gauss–Markov theoremrelated to Generalized least squares estimatorGLS0.60section
Gauss–Markov theoremrelated to Generalized least squares estimatorAitken0.60section
Gauss–Markov theoremrelated to Generalized least squares estimatorGauss0.60section
Gauss–Markov theoremrelated to Generalized least squares estimatorMarkov0.60section

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