MLR Model(class summary notes 0907and hw3 ):
Model setup:
- A population model for a multiple linear regression model that relates a y-variable to p -1 x-variables is written as:
- The model includes p-1 x-variables, but p regression parameters (beta) because of the intercept term
.
- x, y matrix:
- (p-1) predictors:
- sample size: n
- example :
True Model :
OLSE:
GAUSS - MARKOV: OLSE is a B.L.U.E of
-
-
-
Model / Fitted line:
-
where H =
-
Residuals:
-
Estimate of
MSE
some notes:
- Hat matrix is powerful!
resources:
- class notes
- https://online.stat.psu.edu/stat501/lesson/5/5.4
- textbook