External Source

Least Square Estimators - Variance Of Estimators Using Matrices

2021 7:52
Synopsis
This Stats4Everyone video derives the variance of least squares estimators using matrices. The derivation starts with a linear regression model and properties of variance. Matrix operations are used to simplify the variance calculation and arrive at a final result.

You Might Also Like

Least Square Estimators Development using Matrices 11:02
Least Square Estimators Development Using Matrices
2021
Variance of Least Squares Estimators - Matrix Form 5:32
Variance Of Least Squares Estimators - Matrix Form
2013
Least Square Estimators - Unbiased Proof Using Matrices 3:33
Least Square Estimators - Unbiased Proof Using Matrices
2021
Least Squares as an unbiased estimator - matrix formulation 3:28
Least Squares As An Unbiased Estimator - Matrix Formulation
2013
Least Squares Variance of Residuals Using Matrices and the Hat Matrix, H 9:47
Least Squares Variance Of Residuals Using Matrices And The H...
2021
Least Square Estimator Derivation 4:18
Least Square Estimator Derivation
2020
Estimating the error variance in matrix form - part 4 2:09
Estimating The Error Variance In Matrix Form - Part 4
2013
Deriving the mean and variance of the least squares slope estimator in simple linear regression 10:54
Deriving The Mean And Variance Of The Least Squares Slope Es...
2019
Least Square Estimators - Variance of Estimators, b0 and b1, Proof 30:11
Least Square Estimators - Variance Of Estimators, B0 And B1,...
2021
26 - Estimating the error variance in matrix form - part 1 3:37
26 - Estimating The Error Variance In Matrix Form - Part 1
2014
Ordinary Least Squares Estimators - derivation in matrix form - part 1 7:30
Ordinary Least Squares Estimators - Derivation In Matrix For...
2013
Download Options
Choose a download method below. All links open in new tabs.
Service Features Action
SaveFrom
MP4 & MP3 • HD Quality • Browser Extension Available
Download
Security Notice: These are third-party services. We recommend using antivirus software and being cautious of pop-up ads.