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Linear Regression and Correlation - NCSS

y y y j N 1 , X = 1 1 1 1 x x x j N, e = e e e j N 1 , 1= 1 1 1 , b = b b 0 1 W = w w w j N 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 Least Squares Using this notation, the least squares estimates are found using the equation. b =(X′WX)−1X'WY Note that when the weights are not used, this reduces to b =(X′X)−1X'Y The predicted values of the ...

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