Regression Analysis

Chapter
Part of the Springer Texts in Statistics book series (STS)

Abstract

A regression model is any general linear model \( {Y}={X}\beta + {e}\) in which X’X is nonsingular. X’X is nonsingular if and only if the n × p matrix X has rank p. In regression models, the parameter vector β is estimable. Let P = (XX)-1X, the β = PX β.

Keywords

Covariance Steam 

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Copyright information

© Springer Science+Business Media, LLC 2011

Authors and Affiliations

  1. 1.Department of Mathematics and Statistics MSC01 11151 University of New MexicoAlbuquerqueUSA

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