lectures.notes6-6 - , 3 . 4) , (4 , 3 . 8) , (5 , 3 . 9)...

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SECTION 6.6 LINEAR MODELS EXAMPLE. An experiment produces the xy -data points (1 , 1) , (2 , 2) , (3 , 4) , (5 , 5). Find the equation y = β 0 + β 1 x of the least-squares line that best fits these data points. Along the way, note the design matrix X , the parameter vector β , the observation vector y , and why it’s called the least-squares line.
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EXAMPLE. An experiment produces the data (1 , 1 . 8) , (2 , 2 . 7) , (3
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Unformatted text preview: , 3 . 4) , (4 , 3 . 8) , (5 , 3 . 9) and theory says these data should lie along a curve given by y = 1 x + x x 2 . We want to produce a least-squares t by such a curve. Give the design matrix, the observation vector, and the unknown parameter vector. Then nd the least-squares curve. HOMEWORK: SECTION 6.6...
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This note was uploaded on 05/05/2008 for the course M 340L taught by Professor Pavlovic during the Spring '08 term at University of Texas at Austin.

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lectures.notes6-6 - , 3 . 4) , (4 , 3 . 8) , (5 , 3 . 9)...

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