part of linear regression for analysis of continuous dependent variable generalized least squares estimation feasible generalized least squares estimation the feasible generalized least squares estimation is a model parameter estimation which is a practical implementation of Generalised Least Squares, where the covariance of the errors is estimated from the residuals of the regression model, providing the information needed to whiten the data and model. Each successive estimate of the whitening matrix improves the estimation of the regression parameters, which in turn are used to compute residuals and update the whitening matrix. Alejandra Gonzalez-Beltran Orlaith Burke Philippe Rocca-Serra Tom Nichols Camille Maumet Tom Nichols metadata complete