AQR Section 23: Exploring Sum of Squared Errors

Use the applet below to explore the sum of the squared residuals. Drag the [color=#c51414]RED POINT[/color] labeled "[color=#c51414]Drag Me[/color]" to make the sum of the squared residuals as small as possible. Is it possible for all the residuals to be positive when the sum of the squared residuals is as small as possible?

 

Steve Phelps

 
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aqr  exploration  linear-regression 
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