Doing least squares: Perspectives from Gauss and Yule

被引:33
作者
Aldrich, J [1 ]
机构
[1] Univ Southampton, Dept Econ, Southampton SO17 1BJ, Hants, England
关键词
least squares; Gauss; Yule; Fisher; Aitken; elimination; partial correlation; orthogonalisation; projection;
D O I
10.2307/1403657
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Gauss introduced a procedure for calculating least squares estimates and their precisions. Yule introduced a new system of notation adapted to correlation analysis. This paper describes these formalisms and compares them with the matrix and vector space formalisms used in modern regression analysis.
引用
收藏
页码:61 / 81
页数:21
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