Blogs about: Ols Ordinary Least Squares Regression
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Introduction to CAPM, the Capital Asset Pricing Model
introduction It can be difficult to find a clear statement of what the Capital Asset Pricing Model (henceforth CAPM) is. I’m not trying to do much more than provide that. In particular, I did no… more →
Rip's Applied Mathematics Blog
Introduction to CAPM, the Capital Asset Pricing Model
wrote 5 months ago: introduction It can be difficult to find a clear statement of what the Capital Asset Pricing Model ( … more →
Regression 1 – Inapplicability of the Fundamental Theorem
wrote 9 months ago: Introduction Aug 12. Edit: I’ve added a few remarks in one place. As usual, search on “e … more →
Regression 1 – Normality, and the Chi-square, t, and F distributions
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wrote 9 months ago: Introduction (There are more drawings of the distributions under discussion, but they’re at th … more →
Regression 1 – Assumptions and the error sum of squares
wrote 10 months ago: There’s one thing I didn’t work out in the previous post: the relatinship between the er … more →
Regression 1: Assumptions, Expectations, and Variances
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wrote 11 months ago: introduction We have spent a lot of time getting least-squares fits to data. We’ve also spent … more →
Regression 1: Secrets of the Correlation Coefficient
wrote 11 months ago: introduction It was only on this round of repression regression studies that it really registered wi … more →
Regression 1 – Multicollinearity in Review
wrote 1 year ago: As I draft this, I plan to do four things in this post. Summarize the methods I’ve used to ana … more →
Regression 1: ADM polynomials – 3 (Odds and Ends)
wrote 1 year ago: Edit Jan 29: a reference to the diary post of Jan 21 has been corrected to refer to Jan 14. There ar … more →
Regression 1: ADM polynomials – 2
wrote 1 year ago: Let’s look again at a polynomial fit for our small set of annual data. We started this in the … more →
Regression 1: Archer Daniel Midlands (polynomials) – 1
wrote 1 year ago: Now I want to illustrate another problem, this time with the powers of x. The following comes from D … more →
Regression 1: Example 8, Fitting a polynomial
wrote 1 year ago: I want to revisit my old 2nd regression example of May 2008. I have more tools available to me today … more →
the relationship between the raw and the orthogonalized data
wrote 1 year ago: OK, so we orthogonalized the hald data, including the constant (the column of 1s). What’s the … more →
Regression 1: eliminating multicollinearity from the Toyota data
wrote 1 year ago: We have seen that we can eliminate the multicollinearity from the Hald data if we orthogonalize the … more →
Regression 1: eliminating multicollinearity from the Hald data
wrote 1 year ago: I can eliminate the multicollinearity from the Hald dataset. I’ve seen it said that this is im … more →
Regression 1 – Example 7: Nylon Yarn
wrote 1 year ago: I have found some data which illustrates a few points I want to make when I summarize what I’v … more →
Regression 1 – Example 6 Revisited (Housing Starts)
wrote 1 year ago: There was more I had intended to say about the housing starts data, i.e. example 6. Here it is. Revi … more →
Regression 1 – Example 6: Housing Starts
wrote 1 year ago: Time for another regression using Ramanathan’s data. Here’s the description of this data … more →
Regression 1 – Example 5: A Toyota Car
wrote 1 year ago: Edit: 2011 Nov 26. I computed a correlation matrix of the parameters when I meant to compute the cor … more →
Regression 1: Multicollinearity in the Centered Hald Data
wrote 1 year ago: Edit, 2011 Nov 25: added a link to the Norms and Condition Numbers post. Find “Edit”. Le … more →
