Talk:Proofs involving ordinary least squares

Efficiency of least squares

I quite impressed with this page, however is it possible to include something about its efficiency? (Manoguru (talk) 12:48, 23 November 2012 (UTC))

Please merge

I changed this article to a redirect as part of an on-going effort to deal with all articles with the '/Proofs' suffix as they don't conform to Wikipedia naming conventions. The Math project is developing a set of best practices for the inclusion of proofs in Wikipedia, see Wikipedia:WikiProject Mathematics/Proofs. Since the change to a redirect has been reverted, please merge any encyclopedic content in this article to another article (presumably Ordinary least squares).--RDBury (talk) 15:27, 16 January 2010 (UTC)

Hello, RDBury. First, I’d like to apologize for mislabeling your edit, which was in good faith, and followed from the ongoing discussion at the WPMath project.

Secondly, I’d like to disagree with your assessment that the contents of this article should be either deleted or merged with the OLS article. The latter option is undesirable, since it will clutter the natural flow of text, and make it more difficult to read. Besides, it will make the article too long and Wikipedia will ask us to “break it apart”. It is a common style for papers in statistics and econometrics to postpone proofs of various theorems and lemmas to the appendix, to improve readability.

The former option (deleting the content altogether) is even less appropriate, due to several reasons:

• Referencing one’s statements is one of the pillars of the Wikipedia, and the proofs provide the best possible kind of references. It is a better way than saying “consult the textbook XXX” (which requires one to spend $100+ to buy the said textbook), or “see the paper YYY” (which may be accessible only with a subscription, or written at a completely different level of sophistication, will not be cross-referenced, and probably use different kind of notation than in the article).
• Although the proofs seem the “obvious algebra” to you, other readers will find them useful (and some maybe even too difficult to understand). And yes, there are people out there who like knowing proofs of the statements they are facing, as it helps furthering the understanding of the subject.
• The content is encyclopedic in the sense that it is of potential interest to the audience other than the author of the article. However renaming this subpage into “Proofs related to OLS article” is quite awkward. An alternative suggested by WP:SP is to rename it into Proofs:Ordinary least squares.

And yes, I’ve read the discussion at Wikipedia_talk:WikiProject_Mathematics/Proofs and see that there is no current consensus as to what to do with the “Proofs” articles.  … stpasha »  17:38, 16 January 2010 (UTC)

Terms not Defined

The page is woefully devoid of definitions. Note that $\varepsilon$ is not even defined. Even if standard notation is used, the derivation is more or less meaningless without having defined the terms. Chafe66 (talk) 17:56, 15 January 2014 (UTC)