If we have a set of points that actually lie on a line, the process we've learned for linear regression will certainly find the equation of that line! Moreover the linear model and the input data will match precisely (i.e. all of the residuals will be 0.) Consider the set of points {(3, 4), (4, 5), (6, 7)}, and the linear regression proce- dure. We would first construct the matrix 3 1 4 1 6 1 We would normally be solving the system A = A. x = v where u is the projection of the vector made from the y coordinates of the points onto the column space of A. Show that the projection onto Col(A) is unnecessary by verifying that 1 1 m has a unique solution. (This means that = 4 was already in Col(A).)
If we have a set of points that actually lie on a line, the process we've learned for linear regression will certainly find the equation of that line! Moreover the linear model and the input data will match precisely (i.e. all of the residuals will be 0.) Consider the set of points {(3, 4), (4, 5), (6, 7)}, and the linear regression proce- dure. We would first construct the matrix 3 1 4 1 6 1 We would normally be solving the system A = A. x = v where u is the projection of the vector made from the y coordinates of the points onto the column space of A. Show that the projection onto Col(A) is unnecessary by verifying that 1 1 m has a unique solution. (This means that = 4 was already in Col(A).)
Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter7: Distance And Approximation
Section7.3: Least Squares Approximation
Problem 31EQ
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