Teaching Least Squares in Matrix Notation
Guglielmo Monaco, Aniello Fedullo · DOAJ (DOAJ: Directory of Open Access Journals) · 2017
Material for teaching least squares at the undergraduate level in matrix notation is reported. The weighted least squares equations are first derived in matrix form; equivalence with the standard results obtained by standard algebra are then given for the weighted average and the simplest linear re- gression. Indicators of goodness of fit are introduced and interpreted. Even- tually a basic equation for resampling is derived.