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  2. Polynomial regression - Wikipedia

    en.wikipedia.org/wiki/Polynomial_regression

    Although polynomial regression fits a nonlinear model to the data, as a statistical estimation problem it is linear, in the sense that the regression function E(y | x) is linear in the unknown parameters that are estimated from the data. For this reason, polynomial regression is considered to be a special case of multiple linear regression. [1]

  3. Linear least squares - Wikipedia

    en.wikipedia.org/wiki/Linear_least_squares

    Optimal instruments regression is an extension of classical IV regression to the situation where E[ε i | z i] = 0. Total least squares (TLS) [6] is an approach to least squares estimation of the linear regression model that treats the covariates and response variable in a more geometrically symmetric manner than OLS. It is one approach to ...

  4. Polynomial and rational function modeling - Wikipedia

    en.wikipedia.org/wiki/Polynomial_and_rational...

    A polynomial function is one that has the form = + + + + + where n is a non-negative integer that defines the degree of the polynomial. A polynomial with a degree of 0 is simply a constant function; with a degree of 1 is a line; with a degree of 2 is a quadratic; with a degree of 3 is a cubic, and so on.

  5. Horner's method - Wikipedia

    en.wikipedia.org/wiki/Horner's_method

    This polynomial is further reduced to = + + which is shown in blue and yields a zero of −5. The final root of the original polynomial may be found by either using the final zero as an initial guess for Newton's method, or by reducing () and solving the linear equation. As can be seen, the expected roots of −8, −5, −3, 2, 3, and 7 were ...

  6. Non-linear least squares - Wikipedia

    en.wikipedia.org/wiki/Non-linear_least_squares

    Consider a set of data points, (,), (,), …, (,), and a curve (model function) ^ = (,), that in addition to the variable also depends on parameters, = (,, …,), with . It is desired to find the vector of parameters such that the curve fits best the given data in the least squares sense, that is, the sum of squares = = is minimized, where the residuals (in-sample prediction errors) r i are ...

  7. Local regression - Wikipedia

    en.wikipedia.org/wiki/Local_regression

    Local regression or local polynomial regression, [1] also known as moving regression, [2] is a generalization of the moving average and polynomial regression. [3] Its most common methods, initially developed for scatterplot smoothing, are LOESS (locally estimated scatterplot smoothing) and LOWESS (locally weighted scatterplot smoothing), both pronounced / ˈ l oʊ ɛ s / LOH-ess.

  8. Vandermonde matrix - Wikipedia

    en.wikipedia.org/wiki/Vandermonde_matrix

    In statistics, the equation = means that the Vandermonde matrix is the design matrix of polynomial regression. In numerical analysis , solving the equation V a = y {\displaystyle Va=y} naïvely by Gaussian elimination results in an algorithm with time complexity O( n 3 ).

  9. Linear regression - Wikipedia

    en.wikipedia.org/wiki/Linear_regression

    Example of a cubic polynomial regression, which is a type of linear regression. Although polynomial regression fits a curve model to the data, as a statistical estimation problem it is linear, in the sense that the regression function E(y | x) is linear in the unknown parameters that are estimated from the data. For this reason, polynomial ...

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