Abstract
Formulae for multiple regression are much more compact in matrix notation. Therefore, we shall start off in the next section applying such notation first to simple regression, which we considered in Chapter 1, and then to multiple regression. After that we shall derive formulae for least squares estimates and present properties of these estimates. These properties will be derived under the Gauss-Markov conditions which were presented in Chapter 1 and are essentially restated in Section 2.5.
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© 1990 Springer Science+Business Media New York
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Sen, A., Srivastava, M. (1990). Multiple Regression. In: Regression Analysis. Springer Texts in Statistics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-25092-1_2
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DOI: https://doi.org/10.1007/978-3-662-25092-1_2
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-97211-2
Online ISBN: 978-3-662-25092-1
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