Chapter 5: Matrix Approaches to Simple Linear Regression
Chapter 5: Matrix Approaches to Simple Linear Regression
Chapter 5: Matrix Approaches to Simple Linear Regression
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Distribution of ErrorsOverview<strong>Matrix</strong> AlgebraAlgebraMore MatricesGeneral <strong>Linear</strong>Model➤ <strong>Regression</strong>➤ Error Distribution➤ EstimationOther <strong>Matrix</strong>ProductsWrapping Up● Recall from previous classes that we often placedistributional assumptions on our error terms, allowing for thedevelopment of tractable hypothesis tests.● With matrices, the distributional assumptions are no different,except for things are approached in a multivariate fashion:e ∼ N N (0, σ 2 eI N )● Having a multivariate normal distribution with uncorrelatedvariables (from I N ) is identical <strong>to</strong> saying:for all i observations.e i ∼ N(0, σ 2 e)Lecture 17 Psychology 790
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