Linear regression analysis
by G. A. F. Seber · first published 1977
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…comments: you almost never want to invert the X'X matrix. (Which is k by k, where k is the number of regressors.) The QR decomposition is much more reliable. (for those that want a citation: Seber and Lee's Linear regression analysis is great.)
I recently read Seber and Lee, Linear Regression Analysis, and highly recommend it. https://www.amazon.com/Linear-Regression-Analysis-George-Seb...
on “Ask HN: What are the best textbooks in your field of expertise?” ↗While this very much looks like AI slop, it does remind me of a wonderful little book (which has many more equations): Formulas Useful for Linear Regression Analysis and Related Matrix Theory - It's Only Formulas But We Like Them [0] That book is pretty much what it says on the cover, but can be useful as a reference given it's pretty thorough coverage. Though, in…
on “Important machine learning equations” ↗