a) In regression analysis, to obtain the least square estimators of a and B, the SSR of Squares of the errors (Y: – a- Bx;)2 is minimised. i) Given that asSR (-2y: + 2a + 2Bx;) da i=1 show by minimising that a = y – Bx ii) Given that ƏSSR (-2x:Yi+2ax; +2Bx?) i=1 show by minimising that B = n 1 - (D, ¢;)²

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter7: Distance And Approximation
Section7.3: Least Squares Approximation
Problem 34EQ
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a) In regression analysis, to obtain the least square estimators of a and B, the SSR
of Squares of the errors (Y: – a - Bx;)2 is minimised.
i) Given that
asSR
-2y: +2a+ 28x;)
da
i-1
show by minimising that
a = y – Bx
ii) Given that
asSR
-2x,Yi + 2ax; + 2Bx)
i=1
show by minimising that
B= -
n1 - (E, ¤i)²
Transcribed Image Text:a) In regression analysis, to obtain the least square estimators of a and B, the SSR of Squares of the errors (Y: – a - Bx;)2 is minimised. i) Given that asSR -2y: +2a+ 28x;) da i-1 show by minimising that a = y – Bx ii) Given that asSR -2x,Yi + 2ax; + 2Bx) i=1 show by minimising that B= - n1 - (E, ¤i)²
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