Theoretical Properties of Linear Regression Estimator

In course

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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

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Ontological neighbourhood

Statistics

Data analysis: Regression analysis

Statistical inference: Mathematical statistics

Mathematics

Probability theory: Topics in probability theory

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