The least square method is "the smallest sum of squares of deviation", and the regression linear equation is solved by the least square method, even if the sum of squares of residuals between the observed values of variables and the corresponding estimated values is the smallest.
Mathematical statistics course: this book is a classic textbook of mathematical statistics, including the theory and application of least square method, and deeply explains modeling, prediction and hypothesis testing.
Multivariate statistical analysis: This book mainly introduces multivariate statistical analysis methods, including the application of least square method in multivariate regression and multivariate analysis, which is helpful for understanding least square method and multivariate statistical analysis.
The author of Mathematical Statistics Course is Wang Zhaojun and Zou, and the publishing time is 20191; The author of Multivariate Statistical Analysis is Zhang Runchu, and the publishing time is 2065438+July 2009.
Please read the reference books and think for yourself, and you will be more impressed.