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Doing Least Squares: Perspectives from Gauss and Yule
Author(s) -
Aldrich John
Publication year - 1998
Publication title -
international statistical review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.051
H-Index - 54
eISSN - 1751-5823
pISSN - 0306-7734
DOI - 10.1111/j.1751-5823.1998.tb00406.x
Subject(s) - mathematics , least squares function approximation , statistics , gauss , calculus (dental) , econometrics , physics , medicine , estimator , dentistry , quantum mechanics
Summary Gauss introduced a procedure for calculating least squares estimates and their precisions. Yule introduced a new system of notation adapted to correlation analysis. This paper describes these formalisms and compares them with the matrix and vector space formalisms used in modern regression analysis.