Abstract
A problem frequently encountered in empirical sciences is that of establishing a causal relationship between experimental variables. This involves firstly the selection of a suitable model for the process under consideration containing a number of free parameters, and secondly the choice of values of these parameters to give a best fit, in an appropriate sense, to the available data. The usual procedure is to treat one of the problem variables as being the ’dependent’ variable, and to attribute errors to the observed values of that variable. The parameters are then chosen so as to make these errors small in some sense: for example a commonly used method is to minimize the sum of squares.
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© 1985 Birkhäuser Verlag Basel
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Watson, G.A. (1985). The Solution of Generalized Least Squares Problems. In: Schempp, W., Zeller, K. (eds) Multivariate Approximation Theory III. International Series of Numerical Mathematics, vol 75. Birkhäuser Basel. https://doi.org/10.1007/978-3-0348-9321-3_38
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DOI: https://doi.org/10.1007/978-3-0348-9321-3_38
Publisher Name: Birkhäuser Basel
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