Linear Models and QR Decomposition
A common problem in statistics is that of estimating parameters of some assumed relationship between one or more variables. One such relationship is where y is the dependent (endogenous, explained) variable and a1 … a n ) are the independent (exogenous, explanatory) variables. Regression analysis estimates the form of the relationship (1.1) by using the observed values of the variables. This attempt at describing how these variables are related to each other is known as model building.
Unable to display preview. Download preview PDF.