最小二乘估计的预测

Prediction of Least Square Estimation

本文把一元线性回归的最小二乘估计的预测区间推广到多元线性回归的最小二乘估计的预测区间，给出一个基本定理，再由基本定理的结论给出最小二乘估计的预测区间。

In this paper, the prediction interval of least squares for linear regression is extended to the multivariate linear regression. Eight lemmas and one theorem are given, and then the interval prediction of least squares estimation is given.