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
This whole channel has saved my degree. Thank you very much Ben.
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
Really appreciating the course. Thank you for sharing your deep knowledge of econometrics.
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.
Ahahaha, only you has all the reponses to my econometric's question. I'm addicted to your smart videos. thks a lot
@emresahindance
3 жыл бұрын
have*
this is extremely helpful. thank you Ben
@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.
it is a fantastic video !!!!
great video, thanks
Videaso gracias!
Nice vids mate!
Thank You.
thank you!
thank you soooooooooooooooooo much!!! i dont suppose you have any videos on the neyman pearson lemma?? kind regards
@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
though demands some elementary backgrounds for viewers your explanation is great!
Whats 10 times ten again?
You're a god
good job
great lecture. Off topic. What is the setup you use to write on the screen?
so whats the estimation of alpha hat?
life saver
why it is so named "ordinary"?
where is alpha when you creating this new formula y=xb+u
Why is it that there is no matrix equivalent for the alpha portion of the original equation?
@abubakarqahwe8754
3 жыл бұрын
yes even me I confused that
@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.
Beta hat? Pizzahut.