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standard_error_of_regression_coefficients

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standard_error_of_regression_coefficients [2026/06/05 12:17] hkimscilstandard_error_of_regression_coefficients [2026/06/05 23:04] (current) hkimscil
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 & = & (y - X b)'(y - X b) \\ & = & (y - X b)'(y - X b) \\
 & = & y'y - b' X' y - y' X b + 'b X' X b \\ & = & y'y - b' X' y - y' X b + 'b X' X b \\
-& & b' X y = y' X b \\+& & \because \;\; b' X y = y' X b \\
 & = & \underbrace{y'y}_{(1)} - \underbrace{2 b' X' y}_{(2)} +  \underbrace{b' X' X b}_{(3)} \\ & = & \underbrace{y'y}_{(1)} - \underbrace{2 b' X' y}_{(2)} +  \underbrace{b' X' X b}_{(3)} \\
 \\ \\
standard_error_of_regression_coefficients.1780661825.txt.gz · Last modified: by hkimscil

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