Regression, Linear Model, And The Multivariate Normal Distribution

Date

1982

Author

Ula, Taylan A.

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In an expository study of regression and the linear model, the basic concepts and results concerning these models are presented, emphasizing the interpretations of the results and the basic assumptions involved. Since regression and the linear model are closely related topics, a comparative account of these models is given, underlining their similarities, differences and the equivalance of certain results. The two models are also analyzed under the assumption of multivariate normality which leads to additional results and interpretations and provides a better understanding of these models.

Subject Keywords

Regression, Linear Model, Multivariate Normal Distribution, Conditional Distributions, Mean-square Error, Maximum-likelihood Estimation, Minimum-variance Unbiased Estimators, Least-squares Estimators

URI

https://hdl.handle.net/11511/112406

Collections

Department of Statistics, Article