On Deriving the Least Squares Estimates in Introductory Regression Courses
Introductory regression books typically begin their derivation of the least squares matrix estimation formula by considering the simple linear regression model. We suggest beginning with the zero-intercept model which has advantages. We provide two examples of this approach, one of which is a new, non-calculus derivation using the Cauchy-Schwarz inequality.
Copyright (c) 2022 Mark Inlow
This work is licensed under a Creative Commons Attribution 4.0 International License.