On Deriving the Least Squares Estimates in Introductory Regression Courses

Authors

  • Mark Inlow Department of Mathematics and Computer Science, Indiana State University

DOI:

https://doi.org/10.37119/jpss2022.v20i1.506

Abstract

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.

 

Downloads

Published

2022-10-03