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    • Limitations of the least squares estimators; a teaching perspective 

      O'Driscoll, Diarmuid; Ramirez, Donald E. (Athens Institute for Education and Research, 2016)
      The standard linear regression model can be written as Y = Xβ+ε with X a full rank n × p matrix and L(ε) = N(0, σ2In). The least squares estimator is = (X΄X)−1XY with variance-covariance matrix Coυ( ) = σ2(X΄X)−1, where ...