OLS estimator b=x\y?

16 次查看(过去 30 天)
TAEKYU EOM
TAEKYU EOM 2020-11-11
评论: Star Strider 2020-11-11
Hi guys,
when x is n*2 vector and y is n*1 vector,
b=(x'*x)^(-1)*x'*y.
If I use the expression like
b=x\y,
both have same results.
What is difference between these two expressions?

采纳的回答

Star Strider
Star Strider 2020-11-11
What is difference between these two expressions?
The way they are implemented in MATLAB. The documentation for mldivide,\ explains how it works (so I won’t go into that here), and the reason it is more stable and preferred over taking the inverse and multiplying.
  2 个评论
TAEKYU EOM
TAEKYU EOM 2020-11-11
Thanks for your comment!
Star Strider
Star Strider 2020-11-11
As always, my pleasure!

请先登录,再进行评论。

更多回答(0 个)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by