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Thinking about linear regression
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triangle-man committed Apr 12, 2024
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Expand Up @@ -104,16 +104,16 @@ \section*{Introduction}
function taken from \emph{this} set (and matching the data).

There is another snag. It turns out to be quite difficult to get the
“size” of $\mathcal{F}$ right. If there are too few functions to draw from we
run the risk of not being able to find \emph{any} function that
matches the data. In the classical subject of “simple linear
regression,” for example, one is interested in functions $\setR \to
\setR$ and one chooses, for $\mathcal{F}$, all first-order polynomials (that is,
straight-line functions). But hardly any sets of data can be matched
by a first-order polynomial. (Most sets of three points do not lie on
a straight line.)


“size” of $\mathcal{F}$ right. If there are too few functions to draw from, we
run the risk of not finding \emph{any} function that matches the
data.\footnote{In the classical subject of “simple linear regression,” for
example, one is interested in functions $\setR \to \setR$ and one
chooses, for $\mathcal{F}$, all first-order polynomials (that is, straight-line
functions). But hardly any sets of data can be matched by a
first-order polynomial. (Most sets of three points do not lie on a
straight line.)}

However, perhaps serendipitously,



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