Regression 5. Least Squares Approach for Linear Regression - Derivation

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Ordinary Least Squares (OLS) is a fundamental method in statistical modeling, particularly for linear regression. The goal of OLS is to find the best-fitting line through a set of data points that minimizes the sum of the squared differences (residuals) between the observed values and the values predicted by the model.

Mathematical Formulation of OLS with and without Covariance Matrix

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