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A geometric view on inner transformation between the variables of a linear regression modelLi, Zhaoyang, 1962- ; Antončič, BoštjanIn the teaching and researching of linear regression analysis, it is interesting and enlightening to explore how the dependent variable vector can be inner-transformed into regression coefficient ... estimator vector from a visible geometrical view. As an example, the roadmap of such inner transformation is presented based on a simple multiple linear regression model in this work. By applying the matrix algorithms like singular value decomposition (SVD) and Moore-Penrose generalized matrix inverse, the dependent variable vector lands into the right space of the independent variable matrix and is metamorphosed into regression coefficient estimator vector through the three-step of inner transformation. This work explores the geometrical relationship between the dependent variable vector and regression coefficient estimator vector as well as presents a new approach for vector rotating.Source: Applied mathematics. - ISSN 2152-7385 (no. 10, Vol. 12, 2021, str. 931-938)Type of material - article, component part ; adult, seriousPublish date - 2021Language - englishCOBISS.SI-ID - 83841027
Author
Li, Zhaoyang, 1962- |
Antončič, Boštjan
Topics
ekonometrija |
regresijske analize |
econometrics |
regression analysis
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Li, Zhaoyang, 1962- | |
Antončič, Boštjan | 14119 |
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