Material for teaching least squares at the undergraduate level in matrix notation is reported. The weighted least squares equations are first derived in matrix form; equivalence with the standard results obtained by standard algebra are then given for the weighted average and the simplest linear re- gression. Indicators of goodness of fit are introduced and interpreted. Even- tually a basic equation for resampling is derived.

Teaching Least Squares in Matrix Notation

MONACO, Guglielmo;FEDULLO, Aniello
2017

Abstract

Material for teaching least squares at the undergraduate level in matrix notation is reported. The weighted least squares equations are first derived in matrix form; equivalence with the standard results obtained by standard algebra are then given for the weighted average and the simplest linear re- gression. Indicators of goodness of fit are introduced and interpreted. Even- tually a basic equation for resampling is derived.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11386/4688706
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