I am faced with the following least squares model fitting problem: I have a process that generates time series data. This time-series data have a specific structure (i.e. i can fit a model with ...
Assume we are doing regression on the function $f(x)$ with error term $e(x)$ with distribution $g(e; \theta)$: $ y = f(x) + e(x), \; e(x) \sim g(e; \theta) $ Let's say we know the analytic form of ...
What is the optimal linear regression (w and w/o y-intercept) for a quadratic curve w.r.t. mean square error. Mathematically speaking: Given, $$y = x^2$$ for $$x = [-a,a]$$. What is the best ...
I heard an interesting fact a while ago about how people draw a line through a cloud of points on a scatter plot. Usually, when calculating lines of best fit, we use the minimal the sum of squares of ...