Questions tagged [least-squares]

Questions about (linear or nonlinear) least-squares, an estimation method used in statistics, signal processing and elsewhere.

1853 questions
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How to approach this least square projection question?

A simple linear regression model as follows, \begin{align} Y=\beta_0+\beta_1 X+\epsilon \end{align} Now I would like to replace $X$ with another variable $Z$. I only know $X$ and $Z$ are correlated but do not know the true functional form of the…
Vincent
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the best approximation to sgn$(x)$ in the least square sense

Find the best approximation to $f(x)$ = sgn$(x)$ by a function $f^*(x) = \alpha_0 + \alpha_1 x + \alpha_2x^3$ on the interval $[−1, 1]$, in the least squares sense. I know what mean sgn$(x)$ but I don't know what mean $f^*(x)$ and how to count best…
Vinci
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Not a good least squares fit, what is the problem, I can not fitting the Curve peak

can not fit the curve peak:click see the fig data= {{-40,5},{-30,5},{-20,10},{-15,20},{-13,25}, {-10,27},{-7,45},{-2,70},{-1,120},{0,220}, {1,300},{2,330},{4,300},{6,270},{7,250}, …
Le jin
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