Least Squares vs Maximum Likelihood

Published: 10 July 2024
on channel: DataMListic
21,077
925

In this video, we explore why the least squares method is closely related to the Gaussian distribution. Simply put, this happens because it assumes that the errors or residuals in the data follow a normal distribution with a mean on the regression line.

References
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Multivariate Normal (Gaussian) Distribution Explained:    • Multivariate Normal (Gaussian) Distri...  

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Contents
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00:00 - Intro
00:38 - Linear Regression with Least Squares
01:20 - Gaussian Distribution
02:10 - Maximum Likelihood Demonstration
03:23 - Final Thoughts
04:33 - Outro

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Watch video Least Squares vs Maximum Likelihood online without registration, duration hours minute second in high quality. This video was added by user DataMListic 10 July 2024, don't forget to share it with your friends and acquaintances, it has been viewed on our site 21,077 once and liked it 925 people.