The Gauss-Markov Theorem proof - matrix form - part 1

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Hi, sorry for the late reply - have been quite busy. The reason we add Dy rather than just D is that we need to use the sample data in order to construct our estimator. If we just added D arbitrarily then it wouldn't be using the sample data. Hope that helps! Thanks, Ben

SpartacanUsuals

Why do we add Dy to Beta Tilde? This step seems kind of arbitrary to me. Why do that instead of performing some other operation on the original least squares estimator (maybe multiply it by a constant or subtract Dy or something)?

johnsalazar

This video explained one critical thing left in my mind after reading through Greene (2003) and Hayashi (2000) 's proof of G-M theorem.

nadekang

these videos are awesome--thank you so much!

micahdelaurentis

Shouldn't you, if you work with the zero conditional mean of errors assumptions, work as well with conditional expectation's (of the errors (on X))(instead of unconditional ones)? - In order to actually be able to use this result and equal this(i.e. the expectation of the vector of errors) to zero.

indragesink

Ben, thanks for your great channel. I every other time come here to remind myself of something I've learned in grad school. Do you keep a repository of your Matlab codes somewhere? I couldn't find them in your website.

carlosandregoes

can you suggest books for ANOVA and ANACOVA???

ranitchatterjee

Is there a Text book that will help complement this video. It will also be great if you mention the text you might have referred to prepare this video. Thank you.

theAkashMurthy

Why is in every proof I found always Dy the "extra bit" and not just D?

MrMarius

Why you use "... + D*y" ? Is this then generally valid and why ?
Why not multiply or use a completely different estimator ?

rubus

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