Probabilistic interpretation

Under the previous probabilistic assumptions on the data, least-squares regression corresponds to finding the maximum likelihood estimate of θ.

This is thus one set of assumptions under which least-squares regression can be justified as a very natural method that's just doing maximum likelihood estimation. 

posted @ 2019-06-11 22:30  东宫得臣  阅读(102)  评论(0编辑  收藏  举报