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Least Squares Estimation

In: Advanced Statistics for the Behavioral Sciences

Author

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  • Jonathon D. Brown

    (University of Washington, Department of Psychology)

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.

Suggested Citation

  • Jonathon D. Brown, 2018. "Least Squares Estimation," Springer Books, in: Advanced Statistics for the Behavioral Sciences, chapter 0, pages 39-76, Springer.
    • Handle: RePEc:spr:sprchp:978-3-319-93549-2_2
    DOI: 10.1007/978-3-319-93549-2_2
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