File:OLS geometric interpretation.svg

Summary

Description
English: Linear regression of y on X can be viewed as an orthogonal projection of vector y on the linear subspace spanned by X; with the OLS estimator being the coefficients of decomposition of the projected vector by the basis of X.
Source Own work
Author Stpasha

Licensing

Public domain I, the copyright holder of this work, release this work into the public domain. This applies worldwide.
In some countries this may not be legally possible; if so:
I grant anyone the right to use this work for any purpose, without any conditions, unless such conditions are required by law.
Category:Self-published work#OLS%20geometric%20interpretation.svgCategory:PD-self#OLS%20geometric%20interpretation.svg Category:SVG control theory Category:Regression analysis Category:Signal processing
Category:PD-self Category:Regression analysis Category:SVG control theory Category:Self-published work Category:Signal processing