* Ordinary Least Square (OLS)
beta estimate derivation
* bOLS = (X'X)^(-1) X'y
==? X'e = 0 ; X'(y-Xb) = 0
X'y - X'Xb = 0 ; X'Xb = X'y
bOLS = (X'X)^(-1) X'y;
* sum(e) = 0
* Linearity (b), Full Rank
Негізгі бет ordinary least square (OLS) beta estimate derivation | Matrix | Econometrics | U/Grad | MPhil | PhD
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