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Linear least squares regression: a different view

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  • Yatracos, Yannis G.

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

Suggested Citation

  • Yatracos, Yannis G., 1996. "Linear least squares regression: a different view," Statistics & Probability Letters, Elsevier, vol. 29(2), pages 143-148, August.
  • Handle: RePEc:eee:stapro:v:29:y:1996:i:2:p:143-148
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