Tag: least-squares

76 When to use regularization methods for regression? 2010-11-06T17:53:05.250

51 Why does ridge estimate become better than OLS by adding a constant to the diagonal? 2014-10-11T18:52:15.717

41 Mean absolute error OR root mean squared error? 2013-01-22T17:11:52.473

39 What algorithm is used in linear regression? 2010-08-18T13:30:31.750

34 Is it valid to include a baseline measure as control variable when testing the effect of an independent variable on change scores? 2011-09-18T04:22:55.947

34 Is minimizing squared error equivalent to minimizing absolute error? Why squared error is more popular than the latter? 2015-04-18T02:17:20.407

31 Regression when the OLS residuals are not normally distributed 2012-06-03T13:24:20.773

29 Maximum likelihood method vs. least squares method 2015-03-27T14:54:51.613

27 Why squared residuals instead of absolute residuals in OLS estimation? 2012-12-16T12:17:52.220

27 Why sigmoid function instead of anything else? 2015-07-24T11:14:30.010

23 Why do we usually choose to minimize the sum of square errors (SSE) when fitting a model? 2015-01-27T02:31:23.890

22 What does "all else equal" mean in multiple regression? 2014-02-03T20:08:01.800

21 Why does the least square solution give poor results in this case? 2012-11-18T06:00:17.873

21 How to derive the ridge regression solution? 2013-09-04T15:49:12.783

20 Least squares logistic regression 2012-03-19T21:40:41.537

19 How to perform orthogonal regression (total least squares) via PCA? 2011-07-17T10:49:57.540

18 Equivalence between least squares and MLE in Gaussian model 2011-07-01T21:31:15.127

18 When is quantile regression worse than OLS? 2012-10-09T12:41:58.247

18 ANOVA vs multiple linear regression? Why is ANOVA so commonly used in experimental studies? 2016-01-16T15:53:03.190

17 Linear regression prediction interval 2012-07-31T19:27:20.127

17 What happens when I include a squared variable in my regression? 2013-03-18T13:07:50.570

17 Proof that the coefficients in an OLS model follow a t-distribution with (n-k) degrees of freedom 2014-10-01T01:12:19.973

17 Correlation between OLS estimators for intercept and slope 2015-09-04T15:01:08.530

17 Why is Ordinary Least Squares performing better than Poisson regression? 2016-06-01T07:15:12.707

16 Why is RSS distributed chi square times n-p? 2011-12-25T15:10:32.887

16 Proof that F-statistic follows F-distribution 2017-01-27T12:18:03.800

16 Intuitive explanation of the $(X^TX)^{-1}$ term in the variance of least square estimator 2017-03-16T19:05:20.097

15 MLE vs least squares in fitting probability distributions 2012-03-28T01:44:40.197

15 Definition and Convergence of Iteratively Reweighted Least Squares 2012-09-13T18:31:52.920

15 Bound for Arithmetic Harmonic mean inequality for matrices? 2013-08-21T23:19:11.713

15 Is there any advantage of SVD over PCA? 2014-10-23T11:39:57.050

15 What is the "partial" in partial least squares methods? 2015-01-29T16:43:59.257

15 Can there be multiple local optimum solutions when we solve a linear regression? 2015-03-30T15:57:54.333

15 Why does this regression NOT fail due to perfect multicollinearity, although one variable is a linear combination of others? 2016-02-09T15:34:12.857

15 Reversing ridge regression: given response matrix and regression coefficients, find suitable predictors 2016-09-21T15:17:10.123

15 How does it make sense to do OLS after LASSO variable selection? 2016-12-29T01:59:59.163

14 Why is a projection matrix of an orthogonal projection symmetric? 2011-11-07T18:52:50.967

14 Question on how to normalize regression coefficient 2012-12-18T17:20:10.670

13 Measures of residuals heteroscedasticity 2012-07-25T19:51:10.120

13 Why trace of $I−X(X′X)^{-1}X′$ is $n-p$ in least square regression when the parameter vector $\beta$ is of p dimensions? 2015-03-08T09:01:36.863

13 How to calculate the prediction interval for an OLS multiple regression? 2015-04-19T22:42:04.407

12 Bias towards natural numbers in the case of least squares 2010-07-20T22:26:26.083

12 How to read the the goodness of fit on nls of R? 2012-09-03T11:30:24.090

12 R-squared in linear model verses deviance in generalized linear model? 2013-03-14T01:17:13.870

12 I have a line of best fit. I need data points that will not change my line of best fit 2015-05-12T21:31:02.880

11 Recursive (online) regularised least squares algorithm 2014-01-09T18:18:39.030

11 Calculate log-likelihood "by hand" for generalized nonlinear least squares regression (nlme) 2014-02-11T23:01:33.780

11 Linear regression: any non-normal distribution giving identity of OLS and MLE? 2015-09-22T10:20:09.547

11 Why are there large coefficents for higher-order polynomial 2016-09-05T08:24:38.433

11 "Least Squares" and "Linear Regression", are they synonyms? 2017-02-02T06:29:41.043

11 Why I should use Bayesian inference with uninformative prior? 2017-08-04T15:00:43.510

10 fitting an exponential function using least squares vs. generalized linear model vs. nonlinear least squares 2013-01-08T22:15:35.687

10 Perform linear regression, but force solution to go through some particular data points 2013-02-20T21:19:53.163

10 Is bootstrapping standard errors and confidence intervals appropriate in regressions where homoscedasticity assumption is violated? 2013-04-22T15:08:36.017

10 How to choose initial values for nonlinear least squares fit 2013-07-01T03:18:32.700

10 When would least squares be a bad idea? 2014-01-20T22:30:38.323

10 Omitted variable bias in logistic regression vs. omitted variable bias in ordinary least squares regression 2014-08-30T02:49:22.163

10 Proof of LOOCV formula 2015-08-01T05:03:59.307

10 What are the merits of different approaches to detecting collinearity? 2015-09-22T14:53:23.450

10 Utility of the Frisch-Waugh theorem 2016-03-15T23:28:46.337

10 Simple linear regression, p-values and the AIC 2016-06-13T12:43:50.360

10 Conditional mean independence implies unbiasedness and consistency of the OLS estimator 2016-12-16T07:54:12.520

10 What is the meaning of double bars and 2 at the bottom in ordinary least squares? 2017-01-05T17:06:39.057

10 Why is the slope always exactly 1 when regressing the errors on the residuals using OLS? 2017-06-06T15:19:03.173

10 Showing that the OLS estimator is scale equivariant? 2017-11-01T12:44:16.067

9 How large should a sample be for a given estimation technique and parameters? 2010-07-20T11:43:25.013

9 Why vertical distances? 2010-10-22T15:08:17.383

9 Whats the relationship between $R^2$ and F-Test? 2013-04-22T17:17:28.723

9 Generalised least squares: from regression coefficients to correlation coefficients? 2013-06-15T11:45:11.080

9 What is the importance of hat matrix, $H=X(X^\top X)^{-1} X^\top$, in linear regression? 2014-07-20T11:26:42.703

9 Assumptions to derive OLS estimator 2015-04-30T17:57:21.517

9 What is the interpretation of the covariance of regression coefficients? 2015-05-15T21:37:51.030

9 What is/are the "mechanical" difference between multiple linear regression with lags and time series? 2015-12-31T11:49:17.587

9 The Least Squares Assumptions 2016-10-31T18:25:10.703

8 Why do people often run a regression with and without control variables? 2011-09-23T03:51:42.033

8 Is it possible for $R^2$ of a regression on two variables be higher than the sum of $R^2$ for two regressions on the individual variables? 2011-09-30T00:24:33.730

8 OLS: $E[\epsilon_{it}^T\epsilon_{it}] \not= 0$ in 1st equation biases standard errors in 2nd equation? 2012-08-20T02:26:38.510

8 Gauss-Markov theorem: BLUE and OLS 2013-04-20T15:55:08.690

8 Non-normality in residuals 2013-07-04T08:34:37.893

8 If you run OLS regression on cross sectional data, should you test for autocorrelation in residuals? 2013-07-27T00:59:22.073

8 Using MLE vs. OLS 2014-02-16T00:49:24.610

8 How do residuals relate to the underlying disturbances? 2014-11-21T21:39:07.970

8 Is OLS Asymptotically Efficient Under Heteroscedasticity 2015-04-01T13:00:33.353

8 Weighted least square weights definition: R lm function vs. $\mathbf W \mathbf A\mathbf x=\mathbf W \mathbf b$ 2016-06-09T18:06:12.290

8 Using HAC standard errors although there might be no autocorrelation 2016-07-05T12:31:00.013

8 Linear model where the data has uncertainty, using R 2016-09-19T08:04:23.247

8 How does NumPy solve least squares for underdetermined systems? 2016-10-16T21:47:05.847

8 Ridge regression: regularizing towards a value 2016-10-23T06:47:35.113

8 Why are the Least-Squares and Maximum-Likelihood methods of regression not equivalent when the errors are not normally distributed? 2017-12-07T14:45:29.280

7 Justification for using geometric weights in linear regression 2011-05-14T15:38:30.307

7 Estimating linear regression with OLS vs. ML 2011-07-21T10:06:49.620

7 Selecting best model based on linear, quadratic and cubic fit of data 2012-01-28T01:43:42.047

7 OLS vs. logistic regression for exploratory analysis with a binary outcome 2012-05-30T11:50:38.827

7 Fuzzy regression discontinuity design and exclusion restriction 2012-11-05T14:27:02.650

7 What is the difference between a hierarchical linear regression and an ordinary least squares (OLS) regression? 2013-07-08T08:44:40.453

7 Interpretation of weights in non-linear least squares regression 2013-07-24T22:22:23.290

7 How to do regression with known correlations among the errors? 2013-09-11T18:16:00.980

7 If the dependent variable is standardized by age and sex, does it still make sense to include these as controls in a multivariate regression? 2013-12-20T20:56:10.893

7 Is the estimated value in an OLS regression "better" than the original value 2014-01-10T20:20:34.490