Regression and curve fitting using procedures such as Least-Square and Weighted Least-Square curve fitting.
In Least Squares regression, the optimal solution satisfies:
The geometric interpretation of Least Squares solution is:
If the design matrix X has full column rank, then the Least Squares solution is:
Weighted Least Squares modifies the normal equation to:
Weighted Least Squares is most appropriate when:
If two predictor variables are highly correlated, the regression model suffers from:
The residual vector in Least Squares is orthogonal to:
Overfitting in curve fitting typically occurs when:
If R² is close to 1, it indicates:
In matrix-based regression, solving via QR decomposition instead of normal equations improves: