4 ms·
It's way more fun to know how to derive least squares than to memorize some formula: https://see.stanford.edu/materials/lsoeldsee263/05-ls.pdf https://see.stanf
by tw1010 9y ago
It's way more fun to know how to derive least squares than to memorize some formula: https://see.stanford.edu/materials/lsoeldsee263/05-ls.pdf https://see.stanford.edu/materials/lsoeldsee263/05-ls.pdf (page 4)
- sampo 9y ago[misunderstood]
- tw1010 9y agoYou're confusing linear regression and least squares. (They're connected but not identical in that way.) Least squares gives the closest orthagonal (perpendicular) projection onto the range of the matrix. The slide is correct.
- xadhominemx 9y agoAlso useful to understand least squares as a special case of maximum likelihood estimation. MLE I think is very intuitive.
- vecter 9y agoI know a bit of stats, can you explain why MLE is intuitive?