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Results tagged with least-squares
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user 72314
Refers to a general estimation technique that selects the parameter value to minimize the squared difference between two quantities, such as the observed value of a variable, and the expected value of that observation conditioned on the parameter value. Gaussian linear models are fit by least squares and least squares is the idea underlying the use of mean-squared-error (MSE) as a way of evaluating an estimator.
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ols and multiple regression model wth two variables
My model is as follows:
$y=b_1*X+b_2*\max(X,0)+u$
Will I have any problems with the variables $X$ and $\max(X,0)$, concerning any correlation issues?
Can I just apply the classic OLS methodology?
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