Given a collection of points (x1, y1), (x2, y2), ... , (xn, yn), let x = (x1, x2, ...

Chapter 5, Problem 7

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Given a collection of points (x1, y1), (x2, y2), ... , (xn, yn), let x = (x1, x2, ... , xn) T y = (y1, y2, ... , yn) T x = 1 n n i=1 xi y = 1 n n i=1 yi and let y = c0+c1x be the linear function that gives the best least squares fit to the points. Show that if x = 0, then c0 = y and c1 = xT y xT x

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