As in the title. I am confused. We often read that a regression model was fit using the OLS, GLS, TLS or ML. But recently I found a text about the analysis of repeated data, where it was modelled using a general linear model fit with GLS (Generalised Least Square) "with the REML parameter set to TRUE".

As far as I know, GLS a special case of weighted least square, where also OLS is the least square. ML is a different method of estimation. So how is it possible to have GLS with REML together?

What is the GLS and the REML in this tandem? How to name them? Estimation method?

Context - exemplary sentence: "Change from baseline was analysed using the model fit with the GLS (estimation method? fitting method? optimization method?) via REML (estimation method? how to name it?)"


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