{[ promptMessage ]}

Bookmark it

{[ promptMessage ]}

# ALRLec5 - CHAPTER 3 MULTIPLE REGRESSION Multiple Linear...

This preview shows pages 1–3. Sign up to view the full content.

1 CHAPTER 3: MULTIPLE REGRESSION Multiple Linear Regression Response: Y Predictors: p X X X ,..., , 2 1 Multiple linear regression model: 2 1 1 1 1 0 1 1 ] ,..., | [ ... ] ,..., | [ σ β β β = = = + + + = = = p p p p p p x X x X Y Var x x x X x X Y E 2 1 0 ,..., , σ β β β and p are unknown parameters. Alternatively, we can write above model as following: e x x Y p p + + + + = β β β ... 1 1 0 With n observations we have: t independen e e Var e E e x x y i i i i ip p i i 2 1 1 0 ] [ 0 ] [ ... σ β β β = = + + + + = Writing as vector form, we have: i T i i e x y + = β [ ] = = = p ip i i T i ip i i i x x x x x x x x β β β β β . . . ..... 1 . . . 1 2 1 0 2 1 2 1

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
2 Writing as matrix form: ) 1 ( ) 1 ( ) 1 ( 1 nx xn p p nx nx e X Y + = + + β +
This is the end of the preview. Sign up to access the rest of the document.

{[ snackBarMessage ]}

### Page1 / 6

ALRLec5 - CHAPTER 3 MULTIPLE REGRESSION Multiple Linear...

This preview shows document pages 1 - 3. Sign up to view the full document.

View Full Document
Ask a homework question - tutors are online