Lecture 13: Simple Linear Regression in Matrix Format
2)y x(c XY + xy ) c XY (32) = 1 s2 X s2 x y+ x2y xc XY 2 y c XY (33) = " y c XY s2 X x c XY s2 X # (34) which is what it should be. So: n 1xTy is keeping track of yand xy, and n xTx keeps track of x and x2. The matrix inversion and multiplication then handles all the book-keeping to put these pieces together to get the appropriate (sample ...
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