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Techniques for analyzing the relationship between one (or more) "dependent" variables and "independent" variables.

0 votes

Derivation of MLE of linear regression: and now? Why is there discrepancy to lm in R?

Thanks a lot! I understood the problem and your solution. But I don't get how this could be computed using the $\textbf{X}$ 2xn matrix. I don't know how to solve this for $\beta_0$ and $\beta_1$: $ …
Franz's user avatar
  • 79
7 votes
3 answers
880 views

Derivation of MLE of linear regression: and now? Why is there discrepancy to lm in R?

I want to understand the ML Estimation of the linear model from top to bottom or vice versa ;-). I totally get the part of formulating the LogLikelihood function and how to get the derivatives of beta …
Franz's user avatar
  • 79