……评论：你几乎绝不会想要去求 X'X 矩阵的逆。（它是 k 乘 k 的，其中 k 是回归变量的数量。）QR 分解要可靠得多。（给需要文献引用的人：Seber 和 Lee 的《线性回归分析》（Linear regression analysis）棒极了。）
…comments: you almost never want to invert the X'X matrix. (Which is k by k, where k is the number of regressors.) The QR decomposition is much more reliable. (for those that want a citation: Seber and Lee's Linear regression analysis is great.)
虽然这看起来非常像 AI 垃圾内容（AI slop），但它确实让我想起了一本很棒的小书（里面的公式要多得多）：《线性回归分析及相关矩阵理论实用公式——纯公式但我们喜欢》（Formulas Useful for Linear Regression Analysis and Related Matrix Theory - It's Only Formulas But We Like Them）[0]。那本书基本上就跟书名写的一模一样，不过鉴于其覆盖内容相当全面，拿来做参考书挺管用的。虽然，在……
While this very much looks like AI slop, it does remind me of a wonderful little book (which has many more equations): Formulas Useful for Linear Regression Analysis and Related Matrix Theory - It's Only Formulas But We Like Them [0] That book is pretty much what it says on the cover, but can be useful as a reference given it's pretty thorough coverage. Though, in…
……评论：你几乎绝不会想要去求 X'X 矩阵的逆。（它是 k 乘 k 的，其中 k 是回归变量的数量。）QR 分解要可靠得多。（给需要文献引用的人：Seber 和 Lee 的《线性回归分析》（Linear regression analysis）棒极了。）
…comments: you almost never want to invert the X'X matrix. (Which is k by k, where k is the number of regressors.) The QR decomposition is much more reliable. (for those that want a citation: Seber and Lee's Linear regression analysis is great.)
我最近读了 Seber 和 Lee 的《线性回归分析》（Linear Regression Analysis），强烈推荐。https://www.amazon.com/Linear-Regression-Analysis-George-Seb...
I recently read Seber and Lee, Linear Regression Analysis, and highly recommend it. https://www.amazon.com/Linear-Regression-Analysis-George-Seb...
虽然这看起来非常像 AI 垃圾内容（AI slop），但它确实让我想起了一本很棒的小书（里面的公式要多得多）：《线性回归分析及相关矩阵理论实用公式——纯公式但我们喜欢》（Formulas Useful for Linear Regression Analysis and Related Matrix Theory - It's Only Formulas But We Like Them）[0]。那本书基本上就跟书名写的一模一样，不过鉴于其覆盖内容相当全面，拿来做参考书挺管用的。虽然，在……
While this very much looks like AI slop, it does remind me of a wonderful little book (which has many more equations): Formulas Useful for Linear Regression Analysis and Related Matrix Theory - It's Only Formulas But We Like Them [0] That book is pretty much what it says on the cover, but can be useful as a reference given it's pretty thorough coverage. Though, in…