Ordinary Least Squares Estimators - derivation in matrix form - part 1

Тәжірибелік нұсқаулар және стиль

This video provides a derivation of the form of ordinary least squares estimators, using the matrix notation of econometrics. Check out ben-lambert.com/econometrics-... for course materials, and information regarding updates on each of the courses. Quite excitingly (for me at least), I am about to publish a whole series of new videos on Bayesian statistics on youtube. See here for information: ben-lambert.com/bayesian/ Accompanying this series, there will be a book: www.amazon.co.uk/gp/product/1...

Пікірлер: 29

  • @mosuave3804
    @mosuave38047 ай бұрын

    This whole channel has saved my degree. Thank you very much Ben.

  • @ronzo0
    @ronzo08 жыл бұрын

    Thanks so much! :D The matrix derivation of OLS has been annoying me for the past few weeks, but this video really clears it up

  • @jgenert
    @jgenert Жыл бұрын

    Really appreciating the course. Thank you for sharing your deep knowledge of econometrics.

  • @georgeikennaewah-uche4477
    @georgeikennaewah-uche44778 жыл бұрын

    Thank you so much! My lecturer only explains her econometrics with matrices and I was lost as I only knew the summation form. I am very grateful for this.

  • @3foss191
    @3foss1919 жыл бұрын

    Ahahaha, only you has all the reponses to my econometric's question. I'm addicted to your smart videos. thks a lot

  • @emresahindance

    @emresahindance

    3 жыл бұрын

    have*

  • @Majagarbulinska
    @Majagarbulinska7 жыл бұрын

    this is extremely helpful. thank you Ben

  • @stochasticdifferentialeq.1393

    @stochasticdifferentialeq.1393

    2 жыл бұрын

    Hi I am a PhD Economics Student. Our instructor for first PhD econometric course have us watch these videos as a class requirement tasks.

  • @kanboify
    @kanboify9 жыл бұрын

    it is a fantastic video !!!!

  • @souvikbag3264
    @souvikbag32643 жыл бұрын

    great video, thanks

  • @carlosp4250
    @carlosp42508 жыл бұрын

    Videaso gracias!

  • @endrity
    @endrity11 жыл бұрын

    Nice vids mate!

  • @vaibhavsingh1049
    @vaibhavsingh10495 жыл бұрын

    Thank You.

  • @achilleasmanousakis4622
    @achilleasmanousakis46228 жыл бұрын

    thank you!

  • @chandnibhudia624
    @chandnibhudia62410 жыл бұрын

    thank you soooooooooooooooooo much!!! i dont suppose you have any videos on the neyman pearson lemma?? kind regards

  • @SpartacanUsuals

    @SpartacanUsuals

    10 жыл бұрын

    Hi, thanks for your message and kind words. I don't have any videos on that subject yet, although I have added this to my list! Best, Ben

  • @daweili9843
    @daweili98439 жыл бұрын

    though demands some elementary backgrounds for viewers your explanation is great!

  • @oskarg4270
    @oskarg42708 жыл бұрын

    Whats 10 times ten again?

  • @zoolander0700
    @zoolander07007 жыл бұрын

    You're a god

  • @-Geo-Man-
    @-Geo-Man-9 жыл бұрын

    good job

  • @dhawals9176
    @dhawals91766 ай бұрын

    great lecture. Off topic. What is the setup you use to write on the screen?

  • @lilizhang9440
    @lilizhang94404 жыл бұрын

    so whats the estimation of alpha hat?

  • @ericw2859
    @ericw28592 жыл бұрын

    life saver

  • @robenwu620
    @robenwu6207 жыл бұрын

    why it is so named "ordinary"?

  • @abubakarqahwe8754
    @abubakarqahwe87543 жыл бұрын

    where is alpha when you creating this new formula y=xb+u

  • @vinuthomas2814
    @vinuthomas28143 жыл бұрын

    Why is it that there is no matrix equivalent for the alpha portion of the original equation?

  • @abubakarqahwe8754

    @abubakarqahwe8754

    3 жыл бұрын

    yes even me I confused that

  • @rakoonberry7879

    @rakoonberry7879

    3 жыл бұрын

    There is. The first column of X is full of 1s and the first number in the β-vector is the alpha.

  • @Max-cs1dn
    @Max-cs1dn5 жыл бұрын

    Beta hat? Pizzahut.

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