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Least Squares, General

Statistical and Numerical Computing

  1. John Haslett

Published Online: 15 SEP 2006

DOI: 10.1002/9780470057339.vag006

Encyclopedia of Environmetrics

Encyclopedia of Environmetrics

How to Cite

Haslett, J. 2006. Least Squares, General. Encyclopedia of Environmetrics. 3.

Author Information

  1. Trinity College, Ireland

Publication History

  1. Published Online: 15 SEP 2006

Abstract

As with least squares (more specifically ordinary least squares, OLS), general least squares (GLS) is formally a criterion, and an extension of the OLS criterion. But, even more than OLS, GLS is most frequently discussed as a method for fitting a specific model, often referred to as the general linear model (GLM).