The statistical operation of multiple linear regression by least squares is equivalent to the orthogonal projection of vectors of observations on a space spanned by vectors of observations; and a partial regression can be similarly represented as an oblique projection. This connexion between a statistical and a formal algebraical operation gives the main source of interest for this investigation. Its object is to develop algebraical theory which supplies terms necessary for a unified algebraical and geometrical formulation of concepts in multivariate analysis. An exposition of the statistical theory is to be made in a separate paper.
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S. N. Afriat (1957) studied this question.
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