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多元线性回归(OLS)求解的矩阵推导 | Chen Feng #10

Open chenfeng2000 opened 1 year ago

chenfeng2000 commented 1 year ago

https://chenfeng2000.github.io/2023/04/14/%E5%A4%9A%E5%85%83%E7%BA%BF%E6%80%A7%E5%9B%9E%E5%BD%92%EF%BC%88OLS%EF%BC%89%E6%B1%82%E8%A7%A3%E7%9A%84%E7%9F%A9%E9%98%B5%E6%8E%A8%E5%AF%BC/

基本设定 考虑一个常见的多元回归 [ \begin{cases} Y_1 &= \beta_0 + \beta1 X{11} + ... + \betak X{k1} + \epsilon_1 \ Y_2 &= \beta_0 + \beta1 X{12} + ... + \betak X{k2} + \epsilon_2 \ \vdots \