Review of Multivariate Statistics With Emphasis on Regression
36 Pages Posted: 23 Feb 2011 Last revised: 27 Feb 2011
Date Written: September 1, 2010
This is a complete review of regression presented in vector/matrix form.
Keywords: Variance-Covariance Matrices, Population Regression Model, Sample Regression Model, Hypothesis Testing, Confidence Ellipses, Eviews, BLUE, Multicollinearity
JEL Classification: A23, C20, C50
Suggested Citation: Suggested Citation