Definition of the least-squares linear fit to 2-dimensional data

Created almost 9 years ago, updated about 8 hours ago

For real data $(x_i,y_i)$, a least-squares line $y=a+bx$ minimizes $\sum_i(y_i-a-bx_i)^2$. The design matrix has rows $(1,x_i)$, the coefficient vector is $(a,b)^T$, and the target vector contains the $y_i$. Slope and intercept are unique if the $x_i$ are not all equal.

Like how this is organised?

Build your own knowledge tree on knowen.md: notes, decisions and tasks in one connected markdown graph, shared with your team and your AI agents.