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From |
"JVerkuilen (Gmail)" <jvverkuilen@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: theory reg vs. qreg |

Date |
Tue, 30 Apr 2013 10:09:01 -0400 |

On Tue, Apr 30, 2013 at 2:46 AM, Yuval Arbel <yuval.arbel@gmail.com> wrote: > > Roman, > > The feature you are referring to is the fact that the regression line > passes via the sample mean. > > This is the reason why the projected Y for mean(X) is mean(Y). > > This outcome emanates from the derivation of the OLS formula, where we > minimize the RSS (Residual Sum of Squares). This is only true if the X matrix has the 1 vector in its column space, usually ensured by directly including it. If not, then it may be quite different. I suggest the original poster read up on statistical theory. The Greene book is a good example. I find that the geometry of linear models is discussed in a few other books in more detail. One of my favorites is free on the web at the following link: http://istics.net/pdfs/anova.pdf (These are written by John Marden, who was one of my professors. Several other books are available on his web page: http://istics.net/stat/stat-text-booksfree-not-free/) As to qreg, it's minimizing a very different function and of course won't go through the mean except by happenstance. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: theory reg vs. qreg***From:*Nick Cox <njcoxstata@gmail.com>

**References**:**st: theory reg vs. qreg***From:*Kasal Roman <kasalroman@gmail.com>

**Re: st: theory reg vs. qreg***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: theory reg vs. qreg***From:*Kasal Roman <kasalroman@gmail.com>

**Re: st: theory reg vs. qreg***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: theory reg vs. qreg***From:*Kasal Roman <kasalroman@gmail.com>

**Re: st: theory reg vs. qreg***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: theory reg vs. qreg***From:*Kasal Roman <kasalroman@gmail.com>

**Re: st: theory reg vs. qreg***From:*David Hoaglin <dchoaglin@gmail.com>

**Re: st: theory reg vs. qreg***From:*Kasal Roman <kasalroman@gmail.com>

**Re: st: theory reg vs. qreg***From:*William Buchanan <william@williambuchanan.net>

**Re: st: theory reg vs. qreg***From:*Kasal Roman <kasalroman@gmail.com>

**Re: st: theory reg vs. qreg***From:*Yuval Arbel <yuval.arbel@gmail.com>

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