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Doing least squares: perspectives from Gauss and Yule

Doing least squares: perspectives from Gauss and Yule
Doing least squares: perspectives from Gauss and Yule
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.
0306-7734
61-81
Aldrich, John
a8ab8666-24a2-4d98-83bb-6053438c00ee
Aldrich, John
a8ab8666-24a2-4d98-83bb-6053438c00ee

Aldrich, John (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).

Record type: Article

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.

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Published date: April 1998

Identifiers

Local EPrints ID: 32913
URI: http://eprints.soton.ac.uk/id/eprint/32913
ISSN: 0306-7734
PURE UUID: b61dbe3d-fc81-4c8f-9225-39b0478384ab

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Date deposited: 21 Jun 2007
Last modified: 15 Mar 2024 07:40

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