ANOVA Matrix Form Multiple Linear Regression

Описание к видео ANOVA Matrix Form Multiple Linear Regression

In this video I present the Analysis of Variance (ANOVA) in the case of the Matrix Form of the Multiple Linear Regression Model.

I provide formulas and shortcuts for calculating SSE and SST. We then proceed to construct the ANOVA table and discuss the F statistic and how to determine the critical value and when to reject the Null Hypothesis.

0:00 Introduction
0:44 SSR, SSE and SST
03:13 SSE in the Matrix Form
04:24 SST in Matrix Form
08:26 ANOVA Table
13:22 F statistic
14:55 Hypothesis Testing

#ANOVA
#Econometrics
#Regression

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