7. Multiple Regression: Estimation

  1. Alvin C. Rencher and
  2. G. Bruce Schaalje

Published Online: 30 APR 2007

DOI: 10.1002/9780470192610.ch7

Linear Models in Statistics, Second Edition

Linear Models in Statistics, Second Edition

How to Cite

Rencher, A. C. and Schaalje, G. B. (2007) Multiple Regression: Estimation, in Linear Models in Statistics, Second Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470192610.ch7

Author Information

  1. Department of Statistics, Brigham Young University, Provo, Utah, USA

Publication History

  1. Published Online: 30 APR 2007
  2. Published Print: 14 DEC 2007

ISBN Information

Print ISBN: 9780471754985

Online ISBN: 9780470192610

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Keywords:

  • linear unbiased estimators and quadratic unbiased estimators;
  • multiple linear regression;
  • multiple correlation coefficient

Summary

This chapter contains sections titled:

  • Introduction

  • The Model

  • Estimation of β and σ2

  • Geometry of Least-Squares

  • The Model in Centered Form

  • Normal Model

  • R2 in Fixed-x Regression

  • Generalized Least-Squares: cov(y) = σ2V

  • Model Misspecification

  • Orthogonalization

  • Problems