Index: The Book of Statistical Proofs ▷ Statistical Models ▷ Univariate normal data ▷ Multiple linear regression ▷ Estimation matrix

Definition: In multiple linear regression, the estimation matrix is the matrix $E$ that results in ordinary least squares or weighted least squares parameter estimates when right-multiplied with the measured data:

\[\label{eq:em} Ey = \hat{\beta} \; .\]
 
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Metadata: ID: D81 | shortcut: emat | author: JoramSoch | date: 2020-07-22, 05:17.