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LEAST square error estimation

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victoria_jitesh

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hi,
i need urgent help on LEAST square error estimation along with its mathematical analysis.
If anyone can help me i will be very thankfull to him or her.
 

hi...plz tell me wat problem u hav
 

If you have a set of data (Xi,Yi) and you have a model

Yhat=f(Xhat) where f includes parameters alpha1, alpha2, etc.

For a given alpha1, alpha2, you can compute the residual (error) of the estimate as

Ri = Yi - Yhat(Xi)

The least squared estimate f uses values of alpha1, alpha2 etc that minimizes the sum of the squares of the residuals.

This is very easily implemented using the solver add-in of excel. You put in initial guesses for alpha1, alpha2, compute the Yhati and the Ri, create a cell with the sum of the squares of the residuals, and use solver to adjust the alpha's to minimize that sum of residuals.
 

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