OLS estimator b=x\y?
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Hi guys,
when x is n*2 vector and y is n*1 vector,
b=(x'*x)^(-1)*x'*y.
If I use the expression like
b=x\y,
both have same results.
What is difference between these two expressions?
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Star Strider
2020년 11월 11일
‘What is difference between these two expressions?’
The way they are implemented in MATLAB. The documentation for mldivide,\ explains how it works (so I won’t go into that here), and the reason it is more stable and preferred over taking the inverse and multiplying.
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