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Reading the Gauss-Markov theorem

Win-Vector Blog 2014-08-27

Summary:

What is the Gauss-Markov theorem? From “The Cambridge Dictionary of Statistics” B. S. Everitt, 2nd Edition: A theorem that proves that if the error terms in a multiple regression have the same variance and are uncorrelated, then the estimators of the parameters in the model produced by least squares estimation are better (in the sense […]

Link:

http://www.win-vector.com/blog/2014/08/reading-the-gauss-markov-theorem/?utm_source=rss&utm_medium=rss&utm_campaign=reading-the-gauss-markov-theorem

From feeds:

Statistics and Visualization » Win-Vector Blog

Tags:

data science opinion practical data science pragmatic data science pragmatic machine learning rants statistics tutorials errors heteroscedasticity linear regression r regression

Authors:

John Mount

Date tagged:

08/27/2014, 08:30

Date published:

08/26/2014, 18:56