In the linear model E(yi) = ????0 + ????1xi, consider the fitted line that minimizes the sum
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In the linear model E(yi) = ????0 + ????1xi, consider the fitted line that minimizes the sum of squared perpendicular distances from the points to the line. Is this fit invariant to the units of measurement of either variable? Show that such invariance is a property of the usual least squares fit.
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Related Book For
Foundations Of Linear And Generalized Linear Models
ISBN: 9781118730034
1st Edition
Authors: Alan Agresti
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