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Techniques for analyzing the relationship between one (or more) "dependent" variables and "independent" variables.

3 votes
1 answer
3k views

Estimate $\beta^{2}$ in linear regression $y_{i}=\beta_{1}+\beta_{2}x_{2,i}+\beta_{3}x_{3,i}...

I have the following standard linear regression model: $y_{i}=\beta_{1}+\beta_{2}x_{2,i}+\beta_{3}x_{3,i}+\varepsilon_{i}$ where $\varepsilon_{i}$ is normally distributed with mean 0 and variance $\sigma …
BLaursen's user avatar
  • 303
1 vote
0 answers
207 views

Approximate known non-linear function using linear regression

$f$ is a known continuous differentiable function.The obvious choice would be to use non-linear regression to estimate the unknown parameters $\theta$. … But lets say I insist on using linear regression which have an analytical solution. What choices do I have? I am not interested in doing inference on the parameters $\theta$. …
BLaursen's user avatar
  • 303