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least squares method

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least squares method

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Also known as least-squares analysis, least-squares method, least squares analysis, least squares

approximation method in statistics

~32 min read

Encyclopedic overview

The result of fitting a set of data points with a quadratic function Conic fitting a set of points using least-squares approximation

In regression analysis, least squares is a method to determine the best-fit model by minimizing the sum of the squared residuals—the differences between observed values and the values predicted by the model.

Excerpted from Wikipedia’s “least squares method” article, available under the CC BY-SA 4.0 licence.

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