Lec. 29 – Bivariate Statistics: Classical Regression

Division of Data Variation

Defining the Error

Classical Regression

Classical Linear Regression

Example

Satisfied? Not really. Let’s derive!

Deriving Least Squares, 1

Deriving Least Squares, 2

Deriving Least Squares, 3

Deriving Least Squares, 4

Need a refresher? http://mathworld.wolfram.com/MatrixInverse.html

Deriving Least Squares, 5

Deriving Least Squares, 6

Deriving Least Squares, 7

Goodness of Fit

Significance of Regression and ANOVA

Example: Significance of Regression

Warnings – Classical Regression