经管学会网盘光华方向专业概统lecture.pptx

1;The Method of Least Squares; We might be interested in describing the relationship between the response y of a patient to drug B and his response x to drug A. We might also wish to predict the response y of a future patient to the new drug B on the basis of his response x to the standard drug A. We can try to fit a straight line to the points. ;;The Least Square Line;normal equations;The least square line is;Fitting a Polynomial;A set of k+1 normal equations can again be obtained by setting each of the partial derivative equal to 0 for j=1,…,k+1.;Example;So the least square parabola is;Fit A Linear Function of Several Variables;The Normal Equations;Example;The normal equations are The solution to the equations are So the least squares linear function is ;Regression;Linear Regression;Simple Linear Regression;n pairs of observations (x1,Y1),…,(xn,Yn): We condition on the values x1,…,xn before computing the joint distribution of (Y1,…,Yn) The random variables Y1,…,Yn are independent. For i=1,…,n, ;The M.L.E;Simple Linear Regression Assumptions;The Distribution of the Least Squares Estimators;Define design matrix