The linear-regression tag has no usage guidance.

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### Ridge Regression Mean Centering [migrated]

Why does mean-centering the data inputs for Ridge Regression have no effect on the answer? I understand that, intuitively, simply shifting the the axis by offsetting the data will not effect the ...

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36 views

### Functional approximation that vanishes at infinity

I have a function $f(x)$ that I wish to approximate using a linear combination of basis functions
$$
\hat{f}(x) = \sum_{i=1}^k c_i \varphi_i(x).
$$
The approximation is done via an orthogonal ...

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58 views

### Derivation of gradient of SSE in Geodesic Regression

On page 79 (or page 5) of this this paper the gradient of the SSE of the Geodesic model is described explicitly. My question is how are these equitations derived in detail; where can I find the ...

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385 views

### When does a Vandermonde-like matrix have full rank

I have a matrix which is similar to Vandermonde matrix except that the entries are monomials of degree $d$ polynomial in 2 variables. Each row has the following form:
$X_{i}= [1, x_{i}, y_{i}, ...

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133 views

### Is there an efficient way to compute the “complete subset regression”?

Background: Let $X \in \mathbb{R}^{N\times K}$ and $y \in \mathbb{R}^{N\times 1}$ be data for a regression problem. The aim is to find $\beta \in \mathbb{R}^{K\times 1}$ such that $X\beta \approx y$ ...

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**1**answer

108 views

### Checking the intersection of two sets

Let $E\subset{\mathbb R}^n$ be a set of the type $I_1\times \dots \times I_n$, where $I_k$ are real intervals, and $X$ be and $n\times p$ real matrix. Suppose also that $rank(X)=p$ and $n>p$. Is ...

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82 views

### Fitting a quadratic using regression when the y-intercept needs to be 0 [closed]

I'm trying to fit a quadratic $a_0 + a_1x + a_2x^2$ by Polynomial Regression:
$$
\begin{pmatrix}
n & \Sigma x_i & \Sigma x_i\\
\Sigma x_i & \Sigma x_i^2 & \Sigma x_i^3\\
\Sigma ...

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68 views

### How to find all least-square solutions [closed]

I was looking at numpy's lstsq to find a least squares solution of an equation system when the following occurred to me:
Given the points (0,0), (3,4), (4,3), if I ...

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32 views

### Regression with correlation structure

I have a theoretical question about regression models.
Let's say I measured multiple responses from $n$ subjects and these responses are correlated with each other. For example, let's say I measured ...

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**1**answer

562 views

### Minimizing sum of absolute deviations

Suppose we want to find coefficients $b$ in $\underset{b}{\operatorname{argmin}} \displaystyle\sum\limits_{i=1}^n | y_{i}-b_{1}x_{i}-b_{0}\mid$.
If we rewrite this problem in terms of linear ...

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235 views

### Testing contrasts in statistics: Is this provably a hard problem, or not?

Scheffé's method for identifying statistically significant contrasts is widely known. A contrast among the means $\mu_i$, $i=1,\ldots,r$ of $r$ populations is a linear combination $\sum_{i=1}^r c_i ...