Linear Regression and x0

[tcristo]

For our linear regression implementation, do we include x0 in as part of our original X matrix? If we do, that means our original vector X=(x0, x1, x2) would then be transposed to XT=(x2, x1, x0).

[yaser]

Originally Posted by tcristo

For our linear regression implementation, do we include x0 in as part of our original X matrix? If we do, that means our original vector X=(x0, x1, x2) would then be transposed to XT=(x2, x1, x0).

Transposition changes column to row and vice versa, but not the order of the elements within the column/row.

[tcristo]

Originally Posted by yaser

Transposition changes column to row and vice versa, but not the order of the elements within the column/row.

That makes more sense to me! So I assume we are including our constant (x0) in our matrix since we want the final results to provide three weight values?

[yaser]

Originally Posted by tcristo

That makes more sense to me! So I assume we are including our constant (x0) in our matrix since we want the final results to provide three weight values?

Exactly.

In the mathematical formulation, is an integral part of and is an integral part of .

[mathprof]

Without x0=1, our line (or hyperplane) would be constrained to go through the origin, which would very rarely be useful.