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Unformatted text preview: X T X ) b = b + ( X T X )-1 X T y-I Â· b = ( X T X )-1 X T y This last result is the familiar formula for the OLS estimate of a linear model. Thus, independent of the initial guess b , the Gauss formula converges to the OLS solution after one step for a linear model. 1...
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This note was uploaded on 07/19/2008 for the course BENG 449 taught by Professor Richardcarson during the Spring '08 term at Yale.
- Spring '08