Teaching Least Squares in Matrix Notation

Guglielmo Monaco, Aniello Fedullo


Material for teaching least squares at the undergraduate level in matrix
notation is reported. The weighted least squares equations are first derived
in matrix form; equivalence with the standard results obtained by standard
algebra are then given for the weighted average and the simplest linear re-
gression. Indicators of goodness of fit are introduced and interpreted. Even-
tually a basic equation for resampling is derived.


coefficient of determination, weighted sample mean, resampling, undergraduate education.

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DOI: http://dx.doi.org/10.23755/rm.v32i0.335


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Ratio Mathematica - Journal of Mathematics, Statistics, and Applications. ISSN 1592-7415; e-ISSN 2282-8214.