Continue to Site

Welcome to EDAboard.com

Welcome to our site! EDAboard.com is an international Electronics Discussion Forum focused on EDA software, circuits, schematics, books, theory, papers, asic, pld, 8051, DSP, Network, RF, Analog Design, PCB, Service Manuals... and a whole lot more! To participate you need to register. Registration is free. Click here to register now.

Register Log in

LEAST square error estimation

Status
Not open for further replies.
V

victoria_jitesh

Member level 2
Joined
Nov 27, 2006
Messages
45
Helped
3
Reputation
6
Reaction score
2
Trophy points
1,288
Activity points
1,673
hi,
i need urgent help on LEAST square error estimation along with its mathematical analysis.
If anyone can help me i will be very thankfull to him or her.
 

hi...plz tell me wat problem u hav
 

If you have a set of data (Xi,Yi) and you have a model

Yhat=f(Xhat) where f includes parameters alpha1, alpha2, etc.

For a given alpha1, alpha2, you can compute the residual (error) of the estimate as

Ri = Yi - Yhat(Xi)

The least squared estimate f uses values of alpha1, alpha2 etc that minimizes the sum of the squares of the residuals.

This is very easily implemented using the solver add-in of excel. You put in initial guesses for alpha1, alpha2, compute the Yhati and the Ri, create a cell with the sum of the squares of the residuals, and use solver to adjust the alpha's to minimize that sum of residuals.
 

Status
Not open for further replies.

Similar threads

Part and Inventory Search

Welcome to EDABoard.com

Sponsor

Back
Top