Timeline for Books/notes recommendation for a rigorous explanation of Classical Linear Regression
Current License: CC BY-SA 4.0
4 events
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Sep 14, 2022 at 16:08 | comment | added | whuber♦ | @ShaikhAmmar This is the approach taken in Draper, Norman R., and Harry Smith. 1998. Applied Regression Analysis. John Wiley & Sons. They begin with a non-matrix account of OLS regression with one explanatory variable in Chapter 1. In the next chapter they repeat it, step by step, using matrix notation and explicitly connect the matrix algebra to the original results. | |
Jul 10, 2021 at 20:13 | comment | added | Shaikh Ammar | Regression using geometry is not what I was original looking for but nonetheless, the approach interests me. What I mean is that they avoid matrix notation for SLRM case only, and just use simple elementary algebra notations, so no transposes and stuff, but later on introduce matrix notation. | |
S Jul 9, 2021 at 15:55 | history | answered | whuber♦ | CC BY-SA 4.0 | |
S Jul 9, 2021 at 15:55 | history | made wiki | Post Made Community Wiki by whuber♦ |