Seemingly unrelated regression (SUR), also called joint generalized least squares (JGLS) or Zellner estimation, is a generalization of OLS for multi-equation systems. Like OLS, the SUR method assumes ...

Penalized least squares estimates provide a way to balance fitting the data closely and avoiding excessive roughness or rapid variation. A penalized least squares estimate is a surface that minimizes ...

Dual matrices and generalized inverses are important concepts ... providing a dual analog to traditional least-squares solutions, which are commonly used in data fitting and optimization tasks ...