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Latest comment: 5 days ago by Chris2crawford in topic consistent notation for sum of squares
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  • Surhone, L. M. (2009), Non-linear least squares: Least squares, nonlinear regression, linear least squares, errors and residuals in statistics, gradient, Gauss-Newton Algorithm, parabola, Betascript Publishing
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OCLC 698560686, ISBN 9786130332143.

Justifying derivation of general solution for linear least squares

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Latest comment: 1 year ago 2 comments2 people in discussion

I think the notation Y {\displaystyle Y} {\displaystyle Y} here is a little confusing, because Y {\displaystyle Y} {\displaystyle Y} makes it seem like it could be a matrix, when in fact it has to be a vector:

L ( D , β ) = | | X β Y | | 2 = ( X β Y ) T ( X β Y ) = Y T Y Y T X β β T X T Y + β T X T X β {\displaystyle L(D,{\vec {\beta }})=||X{\vec {\beta }}-Y||^{2}=(X{\vec {\beta }}-Y)^{T}(X{\vec {\beta }}-Y)=Y^{T}Y-Y^{T}X{\vec {\beta }}-{\vec {\beta }}^{T}X^{T}Y+{\vec {\beta }}^{T}X^{T}X{\vec {\beta }}} {\displaystyle L(D,{\vec {\beta }})=||X{\vec {\beta }}-Y||^{2}=(X{\vec {\beta }}-Y)^{T}(X{\vec {\beta }}-Y)=Y^{T}Y-Y^{T}X{\vec {\beta }}-{\vec {\beta }}^{T}X^{T}Y+{\vec {\beta }}^{T}X^{T}X{\vec {\beta }}}

I'd consider replacing Y {\displaystyle Y} {\displaystyle Y} with y {\displaystyle {\vec {y}}} {\displaystyle {\vec {y}}}. — Preceding unsigned comment added by Fadmmatt (talkcontribs) 17:53, 26 July 2020 (UTC) Reply

Moreover, this equation seems incorrect about the beta = Y T Y X T Y β X T Y β + X T X β 2 {\displaystyle =Y^{\mathsf {T}}Y-X^{\mathsf {T}}Y{\boldsymbol {\beta }}-X^{\mathsf {T}}Y{\boldsymbol {\beta }}+X^{\mathsf {T}}X{\boldsymbol {\beta }}^{2}} {\displaystyle =Y^{\mathsf {T}}Y-X^{\mathsf {T}}Y{\boldsymbol {\beta }}-X^{\mathsf {T}}Y{\boldsymbol {\beta }}+X^{\mathsf {T}}X{\boldsymbol {\beta }}^{2}} 77.147.1.34 (talk) 22:31, 28 November 2024 (UTC) Reply


OVERLY COMPLICATED

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Latest comment: 1 year ago 1 comment1 person in discussion

This is another entry presenting data in an overly-complex way. See this Investopedia article on the same topic for an easy-to-read summary of the same topic: https://www.investopedia.com/terms/l/least-squares.asp

Please consider revising this article for clarity and ease of comprehension. AliasSeaThinker (talk) 21:18, 12 February 2025 (UTC) Reply

consistent notation for sum of squares

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Latest comment: 5 days ago 1 comment1 person in discussion

The symbols S and L are each used in adjacent sections for the sum of residuals squared. I think it would be better to choose one or the other. In addition, D is explained in L(D,b), but not explicity defined, nor is it necessary. I advocate just using S and S(b). Chris2crawford (talk) 19:24, 8 August 2026 (UTC) Reply

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