Question

rank of a residual matrix

score 653 · Answer 1 · 2019-09-28 16:10:37

653

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rank of a residual matrix

Published on 28 Sep 2019 - 16:10

score 489 · Answer 2 · 2019-09-29 23:26:43

489

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Find Cov$\big(\hat{\beta_0},\hat{\beta_1}\big)$.

Published on 29 Sep 2019 - 23:26

score 136 · Answer 3 · 2019-09-30 10:31:50

136

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How to prove $(X^TX)^{-1}$ has rank p where $X \in R^{n \times p}$ and has $Rank(X) = p$

Published on 30 Sep 2019 - 10:31

score 27 · Answer 4 · 2019-09-30 21:44:42

27

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How to compare variable importance between continuous var and categorical var in linear regression?

Published on 30 Sep 2019 - 21:44

score 171 · Answer 5 · 2026-03-25 07:54:27

171

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Why use residual plots in linear regression for assessing normality?

Published on 25 Mar 2026 - 7:54

score 39 · Answer 6 · 2019-10-01 20:40:59

39

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Rearrangement of summation definition of variance

Published on 01 Oct 2019 - 20:40

score 7.4k · Answer 7 · 2014-05-10 02:18:58

7.4k

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Find $\operatorname{Cov}(\hat{\beta}_0, \hat{\beta}_1)$.

Published on 10 May 2014 - 2:18

score 5.7k · Answer 8 · 2014-10-19 03:34:05

5.7k

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If $Y=X\beta+\epsilon$, prove that the least square estimator $\hat\beta$ is independent of $Y-X\hat{\beta}$

Published on 19 Oct 2014 - 3:34

score 16 · Answer 9 · 2026-03-11 00:14:30

16

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Prove this formula for $R^2$ in the case there is one explanatory variable in the OLS estimator

Published on 11 Mar 2026 - 0:14

score 51 · Answer 10 · 2019-10-02 09:36:52

51

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Prove this formula about residuals in case there is intercept in the OLS estimator

Published on 02 Oct 2019 - 9:36

score 48 · Answer 11 · 2019-10-02 23:50:43

48

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Question regarding linear regression weighting matrix

Published on 02 Oct 2019 - 23:50

score 201 · Answer 12 · 2019-10-03 08:11:09

201

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How does it follow that $\operatorname{Var} (g({X}) {\epsilon} | {X}) = (g({X}) )\operatorname{Var} ( {\epsilon} | {X}) (g({X}) )^{\prime}$?

Published on 03 Oct 2019 - 8:11

score 1k · Answer 13 · 2019-10-05 17:07:15

1k

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Differentiating $RSS(\beta) = (y-X\beta)^T(y-X\beta)$ with respect to $\beta$

Published on 05 Oct 2019 - 17:07

score 32 · Answer 14 · 2019-10-06 19:45:24

32

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Is this a typo in this econometric exercise?

Published on 06 Oct 2019 - 19:45

score 78 · Answer 15 · 2019-10-07 07:49:13

78

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Finding design matrix $X$ in the linear model

Published on 07 Oct 2019 - 7:49

List Question

rank of a residual matrix

Find Cov$\big(\hat{\beta_0},\hat{\beta_1}\big)$.

How to prove $(X^TX)^{-1}$ has rank p where $X \in R^{n \times p}$ and has $Rank(X) = p$

How to compare variable importance between continuous var and categorical var in linear regression?

Why use residual plots in linear regression for assessing normality?

Rearrangement of summation definition of variance

Find $\operatorname{Cov}(\hat{\beta}_0, \hat{\beta}_1)$.

If $Y=X\beta+\epsilon$, prove that the least square estimator $\hat\beta$ is independent of $Y-X\hat{\beta}$

Prove this formula for $R^2$ in the case there is one explanatory variable in the OLS estimator

Prove this formula about residuals in case there is intercept in the OLS estimator

Question regarding linear regression weighting matrix

How does it follow that $\operatorname{Var} (g({X}) {\epsilon} | {X}) = (g({X}) )\operatorname{Var} ( {\epsilon} | {X}) (g({X}) )^{\prime}$?

Differentiating $RSS(\beta) = (y-X\beta)^T(y-X\beta)$ with respect to $\beta$

Is this a typo in this econometric exercise?

Finding design matrix $X$ in the linear model

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