- return first homeworks
- collect 2nd homeworks
- read chapter 3 of Myers

- What is a linear model?
- log, x
^{2}are all linear??? - Cobb-Douglass is linear or not???
- General definition: "Mine is linear, yours is not"

- log, x
- Matrix representation for multiple regression Y = X(beta) + epsilon
- Normal equations: X'X = X'Y
- Beta-hat = X'X
^{-1}X'Y - estimating variance: MSE

- unbiased
- var(b) = sigma
^{2}(X'X)^{-1} - BLUE, UMVUE, MLE, generally the right stuff

- Sequential SS: SSR = R(all betas) = R(some|rest) + R(rest)
- Testing: Is R(some|rest) significantlly bigger than zero?
- partical F test tests if R(some|rest) is significant
- if "some" is only one variable, then t-test tests significance

Last modified: Wed Feb 14 12:42:09 2001

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