Doing least squares: perspectives from Gauss and Yule
Aldrich, J. (1998) Doing least squares: perspectives from Gauss and Yule. International Statistical Review, 66, (1), 61-81. (doi:10.1111/j.1751-5823.1998.tb00406.x).
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Original Publication URL: http://dx.doi.org/10.1111/j.1751-5823.1998.tb00406...
Description/Abstract
Gauss introduced a procedure for calculating least squares estimates and their precisions. Yule introduced a new system of notation adapted to correlation analysis. This paper describes these formalisms and compares them with the matrix and vector space formalisms used in modern regression analysis.
| Item Type: | Article |
|---|---|
| ISSNs: | 0306-7734 (print) |
| Related URLs: | |
| Subjects: | H Social Sciences > HB Economic Theory H Social Sciences > HA Statistics |
| Divisions: | University Structure - Pre August 2011 > School of Social Sciences > Economics |
| Item ID: | 32913 |
| Date Deposited: | 21 Jun 2007 |
| Last Modified: | 01 Jun 2011 02:10 |
| Contributors: | Aldrich, J. (Author) |
| Date: | 1998 |
| Status: | Published |
| Contact Email Address: | jcal@soton.ac.uk |
| URI: | http://eprints.soton.ac.uk/id/eprint/32913 |
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