Mean and Variance of OLS Estimators in Matrix Form Linear Regression

Описание к видео Mean and Variance of OLS Estimators in Matrix Form Linear Regression

This video follows from the previous one covering the assumptions of the Linear Regression Model in the Matrix Formulation to derive and show the properties of the OLS estimators, E[B] and Var[B].

In this video I derive and show that under the assumptions of the Linear Regression Model, the OLS Estimators are unbiased (E[B] = B) and that the Variance of B (Var(B) = sigma squared*(X'X)^-1).

#Econometrics
#Regression
#OLS


0:00 Introduction
0:16 Derive and show that E[β^] = β
3:05 Derive Var[β^]

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