APPENDIX 1
The Mathematical Basis for Multiple Regression/Correlation and Identification of the Inverse Matrix Elements
The OLS regression model requires the determination of a set of weights for the k independent variables that, when used in the linear regression equation, minimizes the average squared deviation of the estimated Ŷ scores from the Y scores. This solution is somewhat simplified by standardizing all variables. Thus the problem is to find a set of β weights such that
is a minimum, as we have seen. By means of the differential calculus, the partial derivative of the function with respect to each unknown βi, is found and set to zero. ...
Get Applied Multiple Regression/Correlation Analysis for the Behavioral Sciences, 3rd Edition now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
