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Merge pull request bcaffo#51 from aconley/Regression_sumdisambiguate
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Improve formula display in least squares=sample mean derivation
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bcaffo committed Jan 29, 2015
2 parents ba6ee1a + 5333789 commit faebf04
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28 changes: 15 additions & 13 deletions 07_RegressionModels/01_01_introduction/index.Rmd
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Expand Up @@ -134,19 +134,21 @@ g
### The math (not required for the class) follows as:
$$
\begin{align}
\sum_{i=1}^n (Y_i - \mu)^2 & = \
\sum_{i=1}^n (Y_i - \bar Y + \bar Y - \mu)^2 \\
& = \sum_{i=1}^n (Y_i - \bar Y)^2 + \
2 \sum_{i=1}^n (Y_i - \bar Y) (\bar Y - \mu) +\
\sum_{i=1}^n (\bar Y - \mu)^2 \\
& = \sum_{i=1}^n (Y_i - \bar Y)^2 + \
2 (\bar Y - \mu) \sum_{i=1}^n (Y_i - \bar Y) +\
\sum_{i=1}^n (\bar Y - \mu)^2 \\
& = \sum_{i=1}^n (Y_i - \bar Y)^2 + \
2 (\bar Y - \mu) (\sum_{i=1}^n Y_i - n \bar Y) +\
\sum_{i=1}^n (\bar Y - \mu)^2 \\
& = \sum_{i=1}^n (Y_i - \bar Y)^2 + \sum_{i=1}^n (\bar Y - \mu)^2\\
& \geq \sum_{i=1}^n (Y_i - \bar Y)^2 \
\sum_{i=1}^n \left(Y_i - \mu\right)^2 & = \
\sum_{i=1}^n \left(Y_i - \bar Y + \bar Y - \mu\right)^2 \\
& = \sum_{i=1}^n \left(Y_i - \bar Y\right)^2 + \
2 \sum_{i=1}^n \left(Y_i - \bar Y\right) \left(\bar Y - \mu\right) +\
\sum_{i=1}^n \left(\bar Y - \mu\right)^2 \\
& = \sum_{i=1}^n \left(Y_i - \bar Y\right)^2 + \
2 \left(\bar Y - \mu\right) \sum_{i=1}^n \left(Y_i - \bar Y\right) +\
\sum_{i=1}^n \left(\bar Y - \mu\right)^2 \\
& = \sum_{i=1}^n \left(Y_i - \bar Y\right)^2 + \
2 \left(\bar Y - \mu\right) \left(\left(\sum_{i=1}^n Y_i\right) -\
n \bar Y\right) +\
\sum_{i=1}^n \left(\bar Y - \mu\right)^2 \\
& = \sum_{i=1}^n \left(Y_i - \bar Y\right)^2 + \
\sum_{i=1}^n \left(\bar Y - \mu\right)^2\\
& \geq \sum_{i=1}^n \left(Y_i - \bar Y\right)^2 \
\end{align}
$$

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