4
votes
2answers
98 views

Linear regression where undershooting isn't as bad as overshooting

Given a set of points $(x_i, y_i)$, least-squares linear regression finds the linear function $L$ such that $$\sum \varepsilon(y_i, L(x_i))$$ is minimized, where $\varepsilon(y, y') = (y-y')^2$ is the ...
1
vote
0answers
62 views

Books on Function approximation and Regression

Can you suggest books/articles on Function approximation Let me quote from the above wiki: Second, the target function, call it g, may be unknown; instead of an explicit formula, only a set of ...
5
votes
2answers
236 views

Recommended Reading on Regression Analysis?

For a university project, I am implementing an automated regression analysis tool. However, I have very little background in statistics. So what books / articles / material would you suggest I could ...