OLS与ML:回归模型两种参数估计方法的比较研究

Study on the OLS and ML in Regression Model

最小二乘法(OLS)和最大似然法(ML)是回归模型参数估计的两种最重要的方法。 但二者有着明显的差别,本文就二者之间的有关差别进行比较。

Method of Ordinary Least Squares (OLS) and Method of Maximum Likelihood (ML) are both important coefficient estimation methods of regression models. With the two methods applied, we can obtain Best Linear Unbiased Estimators (BLUE) with given hypotheses. However obvious difference exists between the two methods as follows: the application fields, the fundamentals of mathematics and the statistical character of estimators. The paper provides an explaina-tion example in the end.