least squares

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    Leave-one-out error strictly decreasing when number of parameters is increased, when it should not be?

    People may or may not be able to help intuitively shed light on my problem. Maybe I haven't considered some aspects. I'm running a non-parametric (kernel) regularized least squares estimation on some binary training data to then predict probabilistic values for the non-training data. I have 9...
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    MMSE vs LSE

    title without abbreviations: minimum squared error, ordinary least square, minimum mean square, least square, mean squared I am trying to understand methods for point estimation and their hierarchy in an applied perspective I understand the concept of least squared error. I understand that...
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    Correct Cross Validation. How to calculate the projected R Squared or Residual Sum Sq

    Hi, I have read into the subject of finding good estimators to determine the goodness of fit when the regression on a trainingset is projected on a testset (unseen data). I have found a lot of scientific papers but I get completely lost in terminologie and very complex equations I do not...
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    Predictions after mean-centred regression

    Hi, I wonder if anyone can help me with a problem I'm having. I just performed an ordinary (LS) regression in which both the dependent and independent variables were logged (the model is log-linear) and grand-mean-centred. The results look good. However, for my purposes, I need to be able to...
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    Length between parameters in Multiple regression

    In multiple regression we know that as an estimate of β and this gives the minimum sum of squares of the residuals: And we know that The question is how to demonstrate that Thanx :)
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    SPSS 20 - Fixed effects regression using LSDV

    Hi, I am using a panel data set in SPSS 20. I am attempting to run a fixed effects regression using least squares dummy variable and calculate F tests to compare the residuals from the (restricted) pooled OLS and (unrestricted) LSDV estimators. However, since I am using a recent version I...
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    Sum of the squared least squared residual

    Hey guys! This is my first post on this booming forum! I came across a problem that asks "Find the Sum of the squared least squared residual" and All it gives is sigma squared hat and the population and I have searched through the book and I have no idea where to start or what formulas to...
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    least squares homework

    I need help with this question and how to proceed need to rewrite the following regression fitting, can someone assist with this problem. I don't know how to enter subscripts so I indicated sub(): K A e At +K B e Bt , where A and B are given. I need to rewrite K A e^ At +K B e^ Bt in terms of...
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    Least Squares Parabola

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    Least Squares Slope

    Parabolic Least Squares Estimate Least Squares Parabola Hi all I have been trying to find the values of the coefficients for the least squares parabola: y = a + bx + cx^2 I have taken partial derivatives wrt a, b, c and now have three equations, but I don't know what to do next...any...
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    Does fitting of a regression line as such contribute to mass significance?

    Is the fitting of a regression line (least squares, for a given number of predictors) as such to be regarded a statistical test that can contribute to mass significance? - I am searching for the best linear regression model and I have 10 potential predictors. I calculated the Schwarz Bayesian...
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    Tricky question: obtain r2 from a sample of 10 observations...that are unknown.

    OK, I've been trying to figure this problem out for 2 whole days... its tough, at least to me, and its driving me crazy! Any help would be GREATLY appreciated. From a sample of 10 observations, the following results were obtained: sum(Yi)=1110 sum(Xi)=1700 sum(XiYi)=205500...
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    Calculating Covariance Matrix (Regression Analysis)

    Im having difficulty in trying to compute the Covariance Matrix. I think Im missing out an equation to be honest. Here's what I've been given in the question: Model: Y = theta_0 + X*theta_1 + (X^2)*theta_2 + epsilon Design: Y | 4, 3, 2, 3, 8 X |-2,-1,0, 1, 2 Now the question asks to...