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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<strong>Regression</strong> Estimation with Matrices● Thankfully, there are people <strong>to</strong> figure out the equation for b that minimizese ′ e.b = (X ′ X) −1 X ′ Yb = ( X ′ X ) −1 X ′ Y((k + 1) × 1) ((k + 1) × N) (N × (k + 1)) ((k + 1) × N) (N × 1)● This equation is what I have been talking about for quite some time, theGeneral <strong>Linear</strong> Model.● For many types of data, in many differing analyses, this equation will provideestimates:✦ Multiple <strong>Regression</strong>✦ ANOVA✦ Analysis of Covariance (ANCOVA).✦ Multiple <strong>Regression</strong> with Curvilinear relationships in X.Lecture 17 Psychology 790
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