Ordinary Least Squares

Ordinary Least Squares

Date Science course on sololearn, lesson/ project 27
It seems the formula for \(\beta\) is missing in the task description??? [2022-05-24]

Task

General form:
\(y = X\beta\)

Given data (input):
\(X\), \(y\)

Goal:
find \(\hat{\beta}\) (estimated)

Formula for estimation:
\(\hat{\beta} = (X^{T}X)^{-1}X^{T}y\)

Symbol explanation:

Get the input as described in the task (numpy matrices/ vectors). Apply the re-written formula using numpy. Output rounded result.

OLS on Wikipedia (see section "Linear Model", bottom)