sean's blog
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Recent content on sean's blogHugo -- gohugo.ioen-usSun, 07 Apr 2019 00:00:00 +0000Regression Coefficients
http://seanpmcwilliams.com/2019/04/07/reg-coef/
Sun, 07 Apr 2019 00:00:00 +0000http://seanpmcwilliams.com/2019/04/07/reg-coef/Let’s say you’ve estimated a covariance matrix between a set of random variables. You can then determine the set of linear regression coefficients implied by that covariance matrix if one of the random variables is taken as the independent variable in a regression equation.
There are two approaches you can take: first, you can see that if you want to recover the ordinary least squares (OLS) estimates from the typical sample covariance matrix, you use Gaussian elimination to show the two calculations are numerically equivalent.
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Sun, 24 Feb 2019 00:00:00 +0000http://seanpmcwilliams.com/about/I plan on writing stuff here at some point. In the meantime, check out these dogs.
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Sun, 24 Feb 2019 00:00:00 +0000http://seanpmcwilliams.com/links/A bunch of links I like