Usefulness of convexity of linear regression when there is no closed form solution – stats.stackexchange.com

Usefulness of convexity of linear regression when there is no closed form solution – stats.stackexchange.com

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The optimisation problem in linear regression, $f(\beta) = ||y-X\beta||^2$ is convex (as it is a quadratic function), and when $(X^TX)$ is invertible, we have a unique solution which we can calculate ...

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