Generalized least squares

Generalized least squares (GLS) is a fancy way of making some math work better. Imagine you have a bunch of toys and you want to put them in a box. But some toys are bigger or heavier than others, and if you just put them in randomly, the box might not close or it might be too heavy to carry.

So, what you do is you try to organize the toys in a way that the box closes and it's not too heavy. This is what GLS does with numbers instead of toys. It sorts them in a way that makes the most sense, instead of just putting them in randomly.

How does GLS do this? Basically, it tries to look for patterns in the numbers you give it, so it can understand how they're related to each other. And once it does that, it uses that information to make better predictions. Think of it like a puzzle: if you have some pieces that fit together, you can use them to figure out where the rest go, even if you don't have the whole picture yet. GLS does this with numbers, too.

So, in short, GLS is a tool that helps you make sense of a bunch of numbers by finding patterns in them, so you can make better guesses. Kind of like sorting toys in a box.