Linear least squares regression: a different view

Yannis G. Yatracos

Statistics & Probability Letters, 1996, vol. 29, issue 2, 143-148

Abstract: The main result of this paper is filling an existing gap between the theory of least squares regression and the solution of linear systems of equations. A linear least squares regression problem with p-parameters over n cases is converted, via non-orthogonal transformations, into a k-parameter regression problem through the origin on n - p + k cases, and p - k equations in diagonal form with p - k unknowns, 0

Keywords: Dimensionality; reduction; Least; squares; regression; Linear; systems; of; equations; Plots; for; regression (search for similar items in EconPapers)
Date: 1996
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