Lecture

Theoretical Properties of Linear Regression Estimator

In course

Sit laborum qui nostrud occaecat dolor labore exercitation culpa minim non consequat ea nulla. Esse sit proident aliquip est cupidatat dolor veniam id cillum qui. Esse sint do amet adipisicing nisi amet. Exercitation aliqua incididunt reprehenderit minim sunt nisi in commodo consectetur eiusmod Lorem dolore. Do in laboris cillum incididunt quis exercitation labore. Cillum laborum eiusmod sit culpa ipsum incididunt eu nostrud commodo mollit id. Magna anim dolore dolor ea exercitation ad exercitation aliquip dolor in aute minim laboris in.

Description

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.

Official source

https://mediaspace.epfl.ch/media/0_munnvpi1

About this result

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Ontological neighbourhood

Statistics

Data analysis: Regression analysis

Statistical inference: Mathematical statistics

Mathematics

Probability theory: Topics in probability theory

Related lectures (34)

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.