Page 179 - Applied Statistics with R
P. 179
9.5. SIMULATION 179
60
60
50
40
40
y
20
30
0 20
10
2 10
8
4
6
6 x2 0
4
x1
8
2
10
We then calculate
̂
⊤
⊤
= ( ) −1 .
(beta_hat = C %*% t(X) %*% y)
## [,1]
## x0 7.290735
## x1 -2.282176
## x2 5.843424
Notice that these values are the same as the coefficients found using lm() in R.
