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THE THEORY OF THE METHOD OF LEAST SQUARES
Author(s) -
Thompson E. H.
Publication year - 1962
Publication title -
the photogrammetric record
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.638
H-Index - 51
eISSN - 1477-9730
pISSN - 0031-868X
DOI - 10.1111/j.1477-9730.1962.tb00326.x
Subject(s) - least squares function approximation , mathematics , total least squares , generalized least squares , matrix (chemical analysis) , non linear least squares , distribution (mathematics) , statistics , calculus (dental) , algebra over a field , explained sum of squares , mathematical analysis , pure mathematics , regression analysis , chemistry , chromatography , medicine , dentistry , estimator
This paper gives derivations of some of the more important results in the method of least squares in terms of matrix algebra. The following topics are covered: derivation of normal equations and their solution; residuals; estimation of standard errors; dependent unknowns; probability distribution of least‐square estimates of unknowns.