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Subject: Re: Chess programming: A statistical approach

Author: Michael Yee

Date: 08:56:38 04/06/04

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On April 05, 2004 at 11:51:57, Roger D Davis wrote:

>Tim,
>
>If you're using multivariate regression, doesn't that assume that the regression
>variables are normally distributed?
>
>Roger

I think (multiple) linear regression typically assumes that the *errors* (or
disturbances) are normally distributed. It basically helps for computing certain
things about the parameters (like t-stat/significance of parameters, variance of
parameters, etc.).

But you can minimize the sum of squares errors without bothering with
distributions at all. It's just an optimization problem.

Michael



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