# Is the difference between an OLS regression and a GLS regression qualitative or quantitative?

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It is quantitative

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Ordinary least squares is a technique for estimating unknown parameters in a linear regression model. OLS yield the maximum likelihood in a vector

Generalized least squares allows this approach to be generalized to give the maximum likelihood estimate

OLS:

GLS:

Note the formulation for the two approaches results in real structural and quantitative difference. Notice the two are governed by two different Gauss distribution the

Where:

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