Find the least squares estimator of the parameter B (beta) in the following regression model: y= B + u What is the variance of the estimator?
81027
Standard errors for multiple regression coefficients?
75701
Understanding linear regression
112428
Existence of least squares solution to $Ax=b$
69082
Show that $\frac{X}{X+Y}\sim Beta(\alpha,\beta)$
134109
Why does the degree of freedom of SSR equals 1 in simple linear regression
69828
How do I use the standard regression assumptions to prove that $\hat{\sigma}^2$ is an unbiased estimator of $\sigma^2$?
7193
Textbooks on linear regression with least squares
30283
What is the demonstration of the variance of the difference of two dependent variables?
10145
Unbiased estimator of variance of binomial variable
94853
The linearity of variance
116369
What is the variance of Y = AX where A is a matrix?
92725
Closed form for the variance of a sum of two estimates in logistic regression?
88511
Variance of product of dependent variables
91012
Unbiased Estimator of the Standard Error of another Estimator
154334
Reference for $\text{Var}(X)\le (b-a)^2/4$
53729
Regression Interpretation Intercept
953
Regression: Transforming Variables