ANOVA Matrix Form Multiple Linear Regression

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In this video I present the Analysis of Variance (ANOVA) in the case of the Matrix Form of the Multiple Linear Regression Model.

I provide formulas and shortcuts for calculating SSE and SST. We then proceed to construct the ANOVA table and discuss the F statistic and how to determine the critical value and when to reject the Null Hypothesis.

0:00 Introduction
0:44 SSR, SSE and SST
03:13 SSE in the Matrix Form
04:24 SST in Matrix Form
08:26 ANOVA Table
13:22 F statistic
14:55 Hypothesis Testing

#ANOVA
#Econometrics
#Regression
  1. Boer Commander
  2. Analysis of Variance
  3. ANOVA
  4. MLR
  5. Regression Analysis
  6. Multiple Linear Regression
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Комментарии
Автор

you simply solved all of my problems regarding this section, good job! Keep going. thank you

chathurangimadubashini
Автор

Hi Boer, really appreciate the work you're doing! Know that you probably get it a lot from the commentors, but you really do teach better than my lecturers! Cheers Boer :)

isaacchinhaoxiang
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0:00​ Introduction
0:44​ SSR, SSE and SST
03:13​ SSE in the Matrix Form
04:24​ SST in Matrix Form
08:26​ ANOVA Table
13:22​ F statistic
14:55​ Hypothesis Testing

BoerCommander
Автор

these are so helpful! Thank you, you are a course saver

hlamimashele