Definition: Weighted least square (WLS)

Category: Memobust Glossary

Definition 1 : The parameter are obtained as those value the minimize a weighted square of distance between predicted and observed.

Definition 2 : Parameter estimates are obtained as the values maximizing the weighted square of distance between predicted and observed values. https://ec.europa.eu/eurostat/cros/content/memobust-glossary-pdf-file_en
Source:
Eurostat, "Memobust Glossary" (part of the Memobust Handbook on Methodology of Modern Business Statistics), ESSnet "Memobust", March 2014
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