least squares

I'm fairly new to statistics as a whole so you'll have to excuse my ignorance if this is an easier answer than I've been making it to be... I have an OLS regression. The fitted-observed and fitted-residuals plots are below. Needless to say the data is non-normal. Is there anything I can do to...

People may or may not be able to help intuitively shed light on my problem. Maybe I haven't considered some aspects. I'm running a non-parametric (kernel) regularized least squares estimation on some binary training data to then predict probabilistic values for the non-training data. I have 9...

title without abbreviations: minimum squared error, ordinary least square, minimum mean square, least square, mean squared I am trying to understand methods for point estimation and their hierarchy in an applied perspective I understand the concept of least squared error. I understand that...

Hi, I have read into the subject of finding good estimators to determine the goodness of fit when the regression on a trainingset is projected on a testset (unseen data). I have found a lot of scientific papers but I get completely lost in terminologie and very complex equations I do not...

Hi, I wonder if anyone can help me with a problem I'm having. I just performed an ordinary (LS) regression in which both the dependent and independent variables were logged (the model is log-linear) and grand-mean-centred. The results look good. However, for my purposes, I need to be able to...

In multiple regression we know that as an estimate of β and this gives the minimum sum of squares of the residuals: And we know that The question is how to demonstrate that Thanx :)

Hi, I am using a panel data set in SPSS 20. I am attempting to run a fixed effects regression using least squares dummy variable and calculate F tests to compare the residuals from the (restricted) pooled OLS and (unrestricted) LSDV estimators. However, since I am using a recent version I...

Hey guys! This is my first post on this booming forum! I came across a problem that asks "Find the Sum of the squared least squared residual" and All it gives is sigma squared hat and the population and I have searched through the book and I have no idea where to start or what formulas to...

I need help with this question and how to proceed need to rewrite the following regression fitting, can someone assist with this problem. I don't know how to enter subscripts so I indicated sub(): K A e At +K B e Bt , where A and B are given. I need to rewrite K A e^ At +K B e^ Bt in terms of...

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Parabolic Least Squares Estimate Least Squares Parabola Hi all I have been trying to find the values of the coefficients for the least squares parabola: y = a + bx + cx^2 I have taken partial derivatives wrt a, b, c and now have three equations, but I don't know what to do next...any...

Is the fitting of a regression line (least squares, for a given number of predictors) as such to be regarded a statistical test that can contribute to mass significance? - I am searching for the best linear regression model and I have 10 potential predictors. I calculated the Schwarz Bayesian...

OK, I've been trying to figure this problem out for 2 whole days... its tough, at least to me, and its driving me crazy! Any help would be GREATLY appreciated. From a sample of 10 observations, the following results were obtained: sum(Yi)=1110 sum(Xi)=1700 sum(XiYi)=205500...

Im having difficulty in trying to compute the Covariance Matrix. I think Im missing out an equation to be honest. Here's what I've been given in the question: Model: Y = theta_0 + X*theta_1 + (X^2)*theta_2 + epsilon Design: Y | 4, 3, 2, 3, 8 X |-2,-1,0, 1, 2 Now the question asks to...