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Re:Linear regression by hand by vecter on Saturday January 20, 2018 @06:02PM (#16195920)
This is very dangerous and an awful way to compute the least squares fit due to potential numerical issues with calculating the inverse of the matrix. I wish he would put a warning in a huge bold header to never do this for actual production work.
Re:Linear regression by hand by ak_yo on Saturday January 20, 2018 @07:48PM (#16196292)
This is right -- plus lm() is faster! Although, from a statistical perspective, if you can't invert X'X, that should first make you think "I have data quality issues" (i.e. multicollinearity) rather than "I need a different algorithm to compute the inverse".