Doing Least Squares: Perspectives from Gauss and Yule |
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| Authors: | John Aldrich |
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| Institution: | Department of Economics, University of Southampton, Southampton SO17 1BJ, UK e-mail: |
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| Abstract: | Gauss introduced a procedure for calculating least squares estimates and their precisions. Yule introduced a new system of notation adapted to correlation analysis. This paper describes these formalisms and compares them with the matrix and vector space formalisms used in modern regression analysis. |
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| Keywords: | Least squares Gauss Yule Fisher Aitken Elimination Partial Correlation Orthogonalisation Projection |
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