ABSTRACT
Given a set of n observations of k variables, xij , i=1, 2, ..., n, j=1, 2, ..., k, the least-squares coefficients, bj , j=1, 2, ..., k and intercept b0, in fitting a linear model can be found by solving the set of (k + 1) ‘normal’ equations:-
∑ yi = nb0 + b1
∑ xi1 + . . . + bk
∑ xik
∑ xi1yi = b0
∑ xi1 + b1
∑ x2i1 + ... + bk
∑ xi1xik
∑ xi2yi = b0
∑ xi2 + b1
∑ xi2xi1 + ... + bk
∑ xi2xik
... = ...