Statistical Modeling & Regression · Linear Regression & Diagnostics

Linear regression: Variation and alternative estimation methods — Advanced statistical theory

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction Introduction Advanced Mathematical Modeling

Overview

Topics covered

  • Introduction
  • Linear Regression: Variation and Estimation Methods
  • Introduction and Historical-Theoretical Context
  • Motivation of Alternative Estimation Methods
  • Statistical Notation and Matrix Structure
  • Assumptions of the Classical Linear Model (SMLC)

Related concepts

Main connections

  • Linear algebra & matrices
  • Regularization (Lasso / Ridge / Elastic Net)
  • Linear regression
  • Residual analysis & diagnostics
  • Variance & standard deviation
  • Maximum likelihood estimation

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

𝐲=𝐗𝛃+𝛆
View LaTeX source\mathbf{y} = \mathbf{X}\boldsymbol{\beta} + \boldsymbol{\varepsilon}