BLUE: Difference between revisions
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For more information, see [[wikipedia:Gauss–Markov theorem|Wikipedia]]. | For more information, see [[wikipedia:Gauss–Markov theorem|Wikipedia]]. | ||
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Latest revision as of 10:48, 31 March 2026
Best linear unbiassed estimator (BLUE) refers to the estimator that has the lowest variance (best precision) within the class of linear, unbiased estimators of a regression coefficient.
The concept is most commonly associated with the Gauss–Markov theorem.
For more information, see Wikipedia.