Proving a linear regression is a multivariate normal
86134
Distribution of linear combination of OLS regression coefficients
67090
Casting a multivariate linear model as a multiple regression
30082
Using regression to prove that X is a necessary / condition condition for Y
142074
Solving linear regression with weights and constraints
12444
Multivariate linear regression vs. several univariate regression models
97508
product of normal and lognormal variates
118351
Confidence regions on bivariate normal distributions using $\hat{\Sigma}_{MLE}$ or $\mathbf{S}$
106766
Bayesian linear regression question
76745
Obtaining marginal distributions from the bivariate normal
127263
Showing the Equivalence Between the $ {L}_{2} $ Norm Regularized Regression and $ {L}_{2} $ Norm Constrained Regression Using KKT
94798
Assumptions of linear regression
118414
What is the relationship between the function $\mathbb{E}(Y \mid X = x)$ and linear regression?
7970
Why does the product of the bivariate regression coefficients of the $y$-on-$x$ line and $x$-on-$y$ line equal the square of the correlation?
139569
How to prove that $\hat\sigma^2$ has $\chi^2_{n-p}$ distribution (linear regression)
79573
linear combination and univariate normal
9381
How to derive variance-covariance matrix of coefficients in linear regression
69828
How do I use the standard regression assumptions to prove that $\hat{\sigma}^2$ is an unbiased estimator of $\sigma^2$?