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Linear regression through the origin
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Area of mathematics
Probability and statistics
Statistical model
Statistical modelling
Normal linear model
Ordinary least squares
2026-09-29
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In the
model
Y
i
=
β
x
i
+
ε
i
without an intercept, with
∑
i
x
i
2
>
0
, the
ordinary least-squares
estimator is
β
=
∑
i
x
i
2
∑
i
x
i
Y
i
.
(1)
For independent errors of common
variance
σ
2
, it is unbiased and has
variance
σ
2
/
∑
i
x
i
2
.
Ancestors
(8)
Ordinary least squares
Normal linear model
Statistical modelling
Statistical model
Probability and statistics
Area of mathematics
Mathematics
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Past exam of the mathematics course of the University of Cambridge
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Past exam of the mathematics course of the University of Cambridge
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ib
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Past exam of the mathematics course of the University of Cambridge
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2005
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ib
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Past exam of the mathematics course of the University of Cambridge
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