Linear regression: Model diagnostics and assumption validation

Introduction

What this guide covers

Introduction Introduction Technical Treatise on Advanced Modeling

Overview

Topics covered

• Introduction
• Diagnosis and Validation of Assumptions in Linear Regression
• OLS: Mathematical Formulation and Asymptotic Properties
• Matrix Formulation and Estimator Equations
• The Assumptions of the Classical Linear Model (MLC)
• The Gauss-Markov Theorem

Related concepts

Main connections

• Residual analysis & diagnostics
• Variance & standard deviation
• Time series & ARIMA
• Linear algebra & matrices
• Collinearity & VIF
• Linear regression

Compatible notation

Mathematical sample in LaTeX

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