Regression: Least Squares and Statistical Inference. . .in a Nutshell
نویسندگان
چکیده
Least squares may be viewed as a best-fit procedure or as a statistical estimation procedure. There is much overlap between the two perspectives but the emphasis can be different: approximation in the best-fit context, and inference in the statistical estimation context. In this nutshell we summarize the intepretation of least-squares estimators from a statistical perspective. Note that we do not rederive the least-squares results for example as a maximum-likelihood estimator; rather, we take the estimators as given, and overlay the statistical interpretation. In this nutshell:
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تاریخ انتشار 2014