updating the regression analysis

This commit is contained in:
mhjensen
2018-08-24 06:25:30 +02:00
parent b42b287094
commit 3a6bdf1450
12 changed files with 841 additions and 78 deletions
+5 -3
View File
@@ -260,10 +260,12 @@ $$
\hat{y} = [y_0,y_1, y_2,\dots, y_{n-1}]^T,
$$
and
$$
\hat{\beta} = [\beta_0,\beta_1, \beta_2,\dots, \beta_{n-1}]^T,
$$
and
$$
\hat{\epsilon} = [\epsilon_0,\epsilon_1, \epsilon_2,\dots, \epsilon_{n-1}]^T,
$$
@@ -618,9 +620,9 @@ $$
<p>
<p>
We define then
For a linear fit we don't need to invert a matrix!!
$$
\gamma = \sum_{i=0}^{1}\frac{n-1}{\sigma_i^2},
\gamma = \sum_{i=0}^{n-1}\frac{n-1}{\sigma_i^2},
$$
@@ -650,7 +652,7 @@ $$
$$
<p>
The LSM suffers often from both being underdetermined and overdetermined in the unknown coefficients \( \beta_i \). A better approach is to use the Singular Value Decomposition (SVD) method discussed below.
The LSM suffers often from both being underdetermined and overdetermined in the unknown coefficients \( \beta_i \). A better approach is to use the Singular Value Decomposition (SVD) method discussed below. Or using Lasso and Ridge regression. See below.
</div>