Estimation

Jay H. Beder
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Jay H. Beder: University of Wisconsin–Milwaukee

Chapter Chapter 3 in Linear Models and Design, 2022, pp 61-78 from Springer

Abstract: Abstract This brief chapter introduces least squares estimation in a linear model, in particular the error sum of squares, and studies the basic distribution theory of the resulting estimators. It introduces t-tests and t-intervals as well, in anticipation of the next chapter. The Moore-Penrose inverse of the regression/design matrix X also makes its first appearance.

Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-031-08176-7_3

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DOI: 10.1007/978-3-031-08176-7_3

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