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Are the assumptions the same for OLS-PCSE?
Are the assumptions the same for OLS-PCSE?

Hi,

I wonder if the assumptions for OLS-PCSE are the same as for OLS?

And I have been running some of the tests now: Some of them - like ovtest - is not available for OLS-PCSE. Is it okay to run a .ovtest for OLS, and apply it on an OLS-PCSE-model?

Best, Vegard

BJ Data Tech Solution

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Are the assumptions the same for OLS-PCSE?

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