SAGE Reference - The SAGE Encyclopedia of Social Science Research Methods

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Generalized Least Squares

In: The SAGE Encyclopedia of Social Science Research Methods
Edited by: Michael S. Lewis-Beck, Alan Bryman & Tim Futing Liao
Subject:Research Methods

Consider the LINEAR REGRESSION model y = Xβ + u, where y is a n-by-1 vector of observations on a dependent variable, X is a n-by-k matrix of independent variables of full column rank, β is a k-by-1 vector of parameters to be estimated, and u is a n-by-1 ...

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  Lewis-Beck, M. S., Bryman, A., & Liao, T. F. (2004). Generalized least squares. In The SAGE encyclopedia of social science research methods (Vol. 1, pp. 425-426). SAGE Publications, Inc., https://dx.doi.org/10.4135/9781412950589.n370
  
  Lewis-Beck, Michael S., Alan Bryman, and Tim F. Liao. "Generalized Least Squares." In The SAGE Encyclopedia of Social Science Research Methods, edited by Lewis-Beck, Michael S., Alan Bryman, and Tim F. Liao, 425-26. Thousand Oaks, CA: SAGE Publications, Inc., 2004. https://dx.doi.org/10.4135/9781412950589.n370.
  
  Lewis-Beck, M. S., Bryman, A. and Liao, T. F. 2004. Generalized Least Squares. In: Michael S. Lewis-Beck, Alan Bryman and Tim F. Liao Editors, 2004. The SAGE Encyclopedia of Social Science Research Methods, Thousand Oaks, CA: SAGE Publications, Inc. pp. 425-426 Available at: <https://dx.doi.org/10.4135/9781412950589.n370> [Accessed 13 Aug 2022].
  
  Lewis-Beck, Michael S., et al. "Generalized Least Squares." The SAGE Encyclopedia of Social Science Research Methods. Edited by Vol. 1. Thousand Oaks: SAGE Publications, Inc., 2004, pp. 425-26. SAGE Knowledge. 13 Aug 2022, doi: https://dx.doi.org/10.4135/9781412950589.n370.
  
  Lewis-Beck, Michael S., Alan BrymanTim F. Liao (2004). Generalized least squares In:Generalized least squares The SAGE encyclopedia of social science research methods Vol. 1. Thousand Oaks, CA: SAGE Publications, Inc.; 2004:425-426. doi:10.4135/9781412950589.n370
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