Lecture

Linear Regression: Least Squares

Description

This lecture covers the concept of linear regression, focusing on least squares estimation, residuals, confidence intervals, variance, and regression diagnostics. It explains the properties of the hat matrix and the unbiased estimator of the residual sum of squares.

Instructors (2)

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Official source

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Ontological neighbourhood

Statistics

Data analysis: Regression analysis

Statistical inference: Mathematical statistics

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