Least Squares Estimation

Jonathon D. Brown
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Jonathon D. Brown: University of Washington, Department of Psychology

Chapter Chapter 2 in Advanced Statistics for the Behavioral Sciences, 2018, pp 39-76 from Springer

Abstract: Abstract In Chap. 1 we learned how to solve a system of linear equations. All of the systems were square (i.e., the number of equations equaled the number of unknowns) and each system had an exact solution. Systems like these do not characterize most statistical analyses. Instead, we deal with rectangular systems (more equations than unknowns) for which an exact solution does not exist. Such systems are called overdetermined linear systems, and in this chapter you will learn how to solve them and become familiar with their role in a linear regression model.

Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-93549-2_2

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DOI: 10.1007/978-3-319-93549-2_2

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