Review of Multivariate Statistics With Emphasis on Regression

36 Pages Posted: 23 Feb 2011 Last revised: 27 Feb 2011

See all articles by Lonnie K. Stevans

Lonnie K. Stevans

Hofstra University - Frank G. Zarb School of Business

Date Written: September 1, 2010

Abstract

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

Stevans, Lonnie K., Review of Multivariate Statistics With Emphasis on Regression (September 1, 2010). Available at SSRN: https://ssrn.com/abstract=1767996 or http://dx.doi.org/10.2139/ssrn.1767996

Lonnie K. Stevans (Contact Author)

Hofstra University - Frank G. Zarb School of Business ( email )

Department of IT/QM
134 Hofstra University
Hempstead, NY 11549
United States
516-463-5375 (Phone)

HOME PAGE: http://www.lonniestevans.com

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