S4E01 Ordinary Least Squares: Back Where It All Began
Quantitude
When Do We Tap Out and Move to Something Other?
If all of these things are in place, then the estimater is said to be blue. And we as statisticians are hopelessly devoted to blue. But it's just like saying, what is the best college? It depends on o l s blue. When those conditions don't hold, then what do we do? Have episode two or three or four. Patrickh well, what about something like two stages least squares, or partial least squares? You need to no, everything that we have talked about so far has fallen under the heading of ordinary least squares.
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