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H7Q5 Sorry for the long question, it wouldnt make sense to break it up and would

ID: 2909668 • Letter: H

Question

H7Q5

Sorry for the long question, it wouldnt make sense to break it up and would confuse everyone involved.

this is all the information im present with.

5. * Special Case for Least Squares (10 pts) Some special cases of least squares (a) Let's say we have a distribution of data which is best fit by a straight horizontal line through that passes through the origin. What are the values of your model parameters a, b? (b) What does this tell you about the components of b that are in the column space of X? Remember the equation Tb ???. What does this tell you about the direction of b with respect to the X column space? (c) Come up with your own data 12%, ye that will force least squares to produce a, b -[0, 0

Explanation / Answer

The line of best fit pasing through origin can be derived by using the simple linear model

Where y is the response variable is hypothesised as being a linear function of the explanatory variable x, and the two parameters a and b. The parameter a is called the intercept (the obtained value of y when x = 0), and b is the slope of the line (or the gradient, measured as the change in y in response to unit change in x).

Since the line is passing through origin hence a can only take one value and that is 0. Since when x=0 y=0 to, and there is no compulsion on value of b, the slope may either be negative or positive.