Theoretical Properties of Linear Regression Estimator

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This lecture delves into the theoretical properties of the linear regression estimator, covering topics such as the geometric interpretation, the hat matrix, the Gauss-Markov theorem, and the distributional properties of the estimator in Gaussian conditional models.

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Statistics

Data analysis: Regression analysis

Related lectures (30)

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In course

DEMO: ut esse

Instructor

consequat ea laboris

Ontological neighbourhood

Statistics

Data analysis: Regression analysis

Related lectures (30)

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