What is the significance of orthogonality in regression
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Can somebody please explain intuitively why the variables need to be orthogonal to each other? Does orthogonality imply independence? When the variables are independent then we get an estimate using the least squares optimization. But, when they are not orthogonal, we cannot regress the variables. Therefore, my questions are:
1) what is the significance of orthogonality, why is it needed
2) how to know the variables are orthogonal and how to make them orthogonal if not?
3) does orthogonal imply mutually independence?
Thank you
machine-learning terminology
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add a comment |
$begingroup$
Can somebody please explain intuitively why the variables need to be orthogonal to each other? Does orthogonality imply independence? When the variables are independent then we get an estimate using the least squares optimization. But, when they are not orthogonal, we cannot regress the variables. Therefore, my questions are:
1) what is the significance of orthogonality, why is it needed
2) how to know the variables are orthogonal and how to make them orthogonal if not?
3) does orthogonal imply mutually independence?
Thank you
machine-learning terminology
$endgroup$
add a comment |
$begingroup$
Can somebody please explain intuitively why the variables need to be orthogonal to each other? Does orthogonality imply independence? When the variables are independent then we get an estimate using the least squares optimization. But, when they are not orthogonal, we cannot regress the variables. Therefore, my questions are:
1) what is the significance of orthogonality, why is it needed
2) how to know the variables are orthogonal and how to make them orthogonal if not?
3) does orthogonal imply mutually independence?
Thank you
machine-learning terminology
$endgroup$
Can somebody please explain intuitively why the variables need to be orthogonal to each other? Does orthogonality imply independence? When the variables are independent then we get an estimate using the least squares optimization. But, when they are not orthogonal, we cannot regress the variables. Therefore, my questions are:
1) what is the significance of orthogonality, why is it needed
2) how to know the variables are orthogonal and how to make them orthogonal if not?
3) does orthogonal imply mutually independence?
Thank you
machine-learning terminology
machine-learning terminology
asked 6 mins ago
Srishti MSrishti M
1996
1996
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