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Diff — Linear regression

Revision #1369 → #1768 · back to history

addedConditional mean is affine53a8c97406c8
addedMarginal effect82ac219473d7
addedHeteroscedasticity96b5e466f9df
modifiedMinimum-variance unbiased estimator of group effect69cc66fb5413
FieldFrom #1369To #1768
anchors[{"section":"Group effects","snippet":"and its minimum-variance unbiased linear estimator is"},{"type":"math_alttext","value":"{\\displaystyle y'=\\beta _{1}'x_{1}'+\\cdots +\\beta _{p}'x_{p}'+\\varepsilon .}"},{"type":"math_alttext","value":"{\\displaystyle \\xi '(\\mathbf {w} )=w_{1}\\beta _{1}'+w_{2}\\beta _{2}'+\\dots +w_{q}\\beta _{q}',}"},{"type":"math_alttext","value":"{\\displaystyle {\\hat {\\xi }}'(\\mathbf {w} )=w_{1}{\\hat {\\beta }}_{1}'+w_{2}{\\hat {\\beta }}_{2}'+\\dots +w_{q}{\\hat {\\beta }}_{q}',}"},{"type":"math_alttext","value":"{\\displaystyle \\xi _{A}={\\frac {1}{q}}(\\beta _{1}'+\\beta _{2}'+\\dots +\\beta _{q}'),}"}][{"section":"Group effects","snippet":"and its minimum-variance unbiased linear estimator is"},{"type":"math_alttext","value":"{\\displaystyle y'=\\beta _{1}'x_{1}'+\\cdots +\\beta _{p}'x_{p}'+\\varepsilon .}"},{"type":"math_alttext","value":"{\\displaystyle \\xi '(\\mathbf {w} )=w_{1}\\beta _{1}'+w_{2}\\beta _{2}'+\\dots +w_{q}\\beta _{q}',}"},{"type":"math_alttext","value":"{\\displaystyle {\\hat {\\xi }}'(\\mathbf {w} )=w_{1}{\\hat {\\beta }}_{1}'+w_{2}{\\hat {\\beta }}_{2}'+\\dots +w_{q}{\\hat {\\beta }}_{q}',}"}]
modifiedLeast-squares optimum parameter314078402892
FieldFrom #1369To #1768
mathlib.decldist_orthogonalProjection_eq_infDistEuclideanGeometry.dist_orthogonalProjection_eq_infDist
modifiedNormal equations (gradient zero solution)8e33e81285c8
FieldFrom #1369To #1768
mathlib.decldist_orthogonalProjection_eq_infDistEuclideanGeometry.dist_orthogonalProjection_eq_infDist