In order to understand how the computer carries out regression analysis—which automatically leads to a better understanding of regression—it is necessary to understand something about matrix math. This section provides a brief introduction to matrix math.

Matrices are used to describe linear equations by tracking the coefficients of linear transformations and to record data that depend on multiple parameters.

A *matrix* is a set of numbers in a two-dimensional space. Matrices are almost always designated with capital letters in boldface type. In general, a matrix **X** has *n* rows and *m* columns, as shown in Equation A.1, where the first subscript denotes the row and the second ...

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