Unkown Blogger Pursues a Deranged Quest for Normalcy

  • Logo

    ubpdqn
  • Unknown Blogger

  • March 2012
    M T W T F S S
    « Feb   Apr »
     1234
    567891011
    12131415161718
    19202122232425
    262728293031  
  • Recent Posts

  • Pages

  • Categories

  • Archives

  • Meta

  • Blog Stats

    • 10,567 hits

Simply determined

Posted by ubpdqn on March 4, 2012

Unknown Blogger Mathematica

I have seen many derivations of the coefficients for linear regression using calculus to minimize error, using linear algebra to project the target vector onto the solution space (a particularly neat derivation):

$latex A x=b$

$latex A^TAx=A^Tb$

$latex \hat{x}=(A^TA)^{-1}(A^Tb)$

with assumptions that the system is not overdetermined and providing insights (via eigenvalues) into collinearity etc.

Professor Blitzstein’s ‘look ahead’ provided the succinct frame of reference of modelling the relationship between X and Y…the whole point perhaps.

In that spirit,

There was a lot of food for thought in STAT110. If time permits I hope to think about Gambler’s ruin and other insights from these lectures.

View original post

Advertisements

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

 
%d bloggers like this: