The method of least squares is a common approach in regression analysis that minimizes the sum of the squares of the residuals to approximate the solution of overdetermined systems. It is used for data fitting and can be applied to linear or nonlinear problems. The method was discovered by Adrien-Marie Legendre and is also credited to Carl Friedrich Gauss.
UC Berkeley
Fall 2022
UC Berkeley's course blends inferential thinking, computational thinking, and real-world relevance, offering students hands-on analysis of real-world datasets. It covers critical concepts in computer programming, statistical inference, privacy, and study design.
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