Least Squares, General
Statistical and Numerical Computing
Published Online: 15 SEP 2006
Copyright © 2002 John Wiley & Sons, Ltd
Encyclopedia of Environmetrics
How to Cite
Haslett, J. 2006. Least Squares, General. Encyclopedia of Environmetrics. 3.
- Published Online: 15 SEP 2006
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).